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Releases: brndnmtthws/thetagang

v0.1.13

08 Feb 15:21
61ce684
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  • Bump version to 0.1.13.

  • Update readme.

  • Change default ibc logfile path.

  • Add maximum_new_contracts config parameter.

    When operating in some accounts, you may encounter situations where
    many options are written for the same strikes/symbols/expiries. This
    might have the undesirable effect of creating too much exposure at a
    particular price/expiry.

    One simple solution is to allow an option to simply cap the number of
    new contracts written at any given time. With this, ThetaGang should
    normally spread the contracts out provided you are running ThetaGang at
    regular intervals (i.e., daily or weekly).

    Additionally, I tidied up/changed formatting of the toml files.

  • Fix slightly confusing config log statement.

  • Remove -t from docker commands.

  • Refactor Docker build, support multi-arch.

    This should resolve #172.

  • Fix buildx setup.

  • Use util.isNan() here.

  • Drop armv7 due to openjdk issues.

  • Rearrange docker build steps for caching.

  • Fix build cache handling.

  • Update config java path to work with Docker by default.

  • Remove extraneous text.

  • Add missing qemu step for buildx.

  • Can't use --load w/ buildx and multi-arch.

  • Switch base image version.

  • Add back armv7.

  • Add dev libraries back for docker build.

  • Raise exception on timeout waiting for data.

  • Filter out tickers that are missing prices.

  • Refactor dockerfile.

  • Refactor dockerfile a little more.

  • Allow more time when waiting on data.

  • When rolling near expiration, allow one to set a minimum P&L.

  • Print DTE for positions.

  • Better logger, more config comments.

  • Fix buildx cache arg.

  • Rearrange dockerfile, add to dockerignore.

  • Cache the TWS installer step.

  • Update ignore files, rearrange dockerfile slightly.

  • Add python 3.7 support, use debian for docker images.

  • Remove pandas dep.

  • Simplify docker build, make wheel outside docker.

  • Install CA certs.

  • Add wheel package.

  • Cache poetry.

  • Fix cache name.

  • Add cache ID.

  • Fix python version.

  • Fix file permissions.

  • Cache all of cache dir.

  • Update README.md

  • Update README.md

  • Update README.md.

  • Sort positions by DTE before printing.

v0.1.12

28 Jan 15:42
1f28ea0
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  • Bump version.

  • Prefer primaryoverride config.ini setting.

  • Remove matrix badge.

  • Update README.md

  • Update installer hash.

  • Update README with more usage instructions.

  • Fix README code error.

v0.1.11

15 Jan 19:28
53385c8
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  • Bump version.

  • Add sweet meme thanks reddit.

  • Wait for market prices after fetching tickers.

    Also bump python dependencies.

  • Prefer midpoint rather than market price for orders.

  • Update TWS hash.

  • Use docker build cache from dockerhub.

  • Include build cache info in Docker image.

  • Show cost rather than avg cost (avg cost * qty).

  • Make sure buildkit is enabled.

  • Update COPYING

  • Update workflow names.

  • Update README.md

  • Update TWS hash.

  • Fix hanging when market data unavailable.

    Set a limit when waiting on market data, rather than waiting
    indefinitely. We prefer the midpoint price rather than market price, but
    fall back to using the market price if midpoint isn't available.

  • Use buildx setup action.

  • Put buildkit var back in.

v0.1.10

29 Dec 19:06
ba8d3a0
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  • Bump version.

  • Change paper account # in sample.

  • Add a few more notes/details to config and code.

  • Run poetry update.

  • Allow config of rolling behaviour when ITM.

  • Use stable TWS (978), remove version config option.

    For the sake of keeping everything simple, I've removed the twsVersion
    config param in favour of hard coding the version to the latest stable.

    If you have the value in your config, it will be ignored.

  • Clarify buying power calculation, remove min().

v0.1.9

16 Dec 17:53
f0d81f7
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  • Bump version.

  • Wait for order status to leave pending state.

  • Config: replace minimum_cushion with margin_usage.

    I found the concept of maintaining a minimum cushion to be too hard to
    reason about, and it didn't properly reflect margin usage in a way that
    made sense to me.

    Thus, I've replaced it with margin_usage, which allows you to specify
    how much margin to use as a factor of the net liquidation value. I find
    this to be much better.

  • Update thetagang.toml

v0.1.8

14 Dec 19:31
9973d84
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  • Bump version.

  • Fixed readme typo.

    This resolves #1.

  • Add note about symbols/weights.

  • Add more detail to readme.

  • Always stop main loop, fix position roll count.

  • Fix open interest check, improve logging.

  • Optimize Dockerfile.

  • Improve config validation.

    Raise an error when the weights don't sum to 1 or there are no symbols
    defined.

  • Improve log messages.

v0.1.7

11 Dec 16:31
d7906ee
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  • Bump version.

  • Fix deploy workflow.

v0.1.6

11 Dec 16:28
8d3ec4d
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  • Bump version.

  • Reformat position output.

  • Add note on having enough money to get the money.

  • Fix pnl calculation, add test.

  • Remove extraneous print().

  • Use 1 docker workflow instead of 2.

  • Fix push command.

v0.1.5

09 Dec 20:52
34ed93c
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  • Bump version.

  • Update README.md

  • Update README.md

  • Update README.md

  • Use separate docker hub/github docker workflows.

  • Add slightly more detail to README.md.

  • Update sample config.

  • Add COPYING.

  • Add sample ibc-config.ini.

  • Add note about using a paper account to README.

  • Add shutdown message.

  • Add basic config validation.

v0.1.4

08 Dec 21:06
25c95b4
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  • Bump version.

  • Bump version.

  • Update readme.