Skip to content

v0.1.24

Compare
Choose a tag to compare
@brndnmtthws brndnmtthws released this 21 Oct 16:30
· 619 commits to main since this release
5fccc5e
  • Bump version.

  • Increase wait time from 60 -> 90s.

    Sometimes 60s is not sufficient for loading data.

  • Fix keyword handling bug w/ IBC and RaiseRequestErrors.

  • Add max_dte config, and limit quantity on roll.

    Sometimes we end up with contracts really far out (sometimes becoming
    LEAPs) if we're winning too much and rolling too many times. To limit
    this, don't roll contracts if their DTE is > roll_when.max_dte, if
    specified.

    Additionally, apply the target.maximum_new_contracts limit when
    rolling contracts before they approach their DTE limit to avoid
    bunching too many contracts together at the same strike and expiry.

  • This value should be a float.