thetagang

• Bump version for next release.

• Round to 5 decimal places when checking weights sum.

• Bump to stable openjdk.

• Fix delta validation, add request errors

  If thetagang gets a timeout from ib_insync when fetching portfolio
  positions, it proceeds as if nothing happened. It loads the config
  file, but without knowing the portfolio positions, it starts to
  write puts instead of writing/rolling calls.

  I also removed unused imports from the files I touched.

• Bump dependencies.

• Revert "Bump to stable openjdk."

  This reverts commit a34eb483e6b4d5710d2329e052b75a90c33d2efb.

  Derp, 11 is the LTS.

• Drop Docker armv7 builds.

  I'm dropping the Docker builds for armv7 because it's too much trouble
  to maintain. If someone wants to figure out how to make it reliable, I'd
  welcome their contributions.

• Make 'RaiseRequestErrors' optional.

• Add UseSSL=true setting to jts.ini.

  This should resolve the issue described at
  https://github.com/IbcAlpha/IBC/issues/133 if you bump into it.

• Try another jts.ini path.

• Try another jts.ini path.

• Bump version.

• In the event submission fails, report and continue.

• When trying to write new puts, allow failure so we can continue.

• Ignore positions where avgcost or position count is zero.

• Fix quotes w/ installer.

• Drop chmod.

• Bump dependencies, TWS version.

• Upgrade to current IBC, 3.8.7.

• Use the default port of 7497.

• dos2unix.

• Bump jdk version.

• Bump jdk to latest.

• Try this a slightly different way (to fix jfx).

• Use the uberjar instead.

• Add the jar.

• Add this other jar (what does it do? no one knows).

• Fix cache keys.

• Use jdk 11, openjfx.

• Improve chain scanning.

• Remove these.

• Use the greater of the model price, or midpoint.

• Remove uninstall file as it messes things up.

• Update README.md

• Using snapshot data doesn't work, suppress illegal access warnings.

• Refactor contracts/tickers so it's less confusing.

• Improve order submission handling.

• Whitelist javax access.

• Remove extraneous G.

• Whitelist this package too.

• Fix package name.

• Whitelist another.

• Refactor waiting/timeouts.

• Derp, this doesn't work in python.

• Remove print statement.

• Filter out tickers missing prices.

• Fallback to model price if needed.

This release allows one to specify a primary exchange, for example when you want to wheel stocks instead of ETFs.

For example, in thetagang.toml to wheel BRK.B:

 [symbols."BRK.B"]
 # For symbols that require an exchange, which is typically any company stock,
 # you must specify the primary exchange.
 primary_exchange = "NYSE"
 weight = 0.1

• Bump version.

• Disable checksum on installer (they keep changing the binary).

• Fix installer, add ITM column.

• argument required on different python versions.

• Fix this bad value.

• Update README.md

• Rename function.

• Bump version.

• Smart market and avg price for positions.

• Update tws hash.

• Add comment about TWS version.

• Auto-pad position columns.

• Improve position output a little more.

• Improve formatting, but more!!

• Add sweet gif.

• Include thousands separator for greater readability.

• Drop uneeded decimal places.

• Rearrange account values, include decimal w/ cushion.

• For options, need to div by multiplier for avg price.

• Fix calculation of buying power.

  This doesn't need to include other positions, as net liquidity already
  accounts for those.

• Bump version.

• Make sure long/short positions are filtered.

• Ignore longs when rolling.

• Bump version.

• Add some colour about chain scanning.

• Make sure target calls (when writing calls) is correct.

• Improve function name, don't let call values go short.

• Bump version.

• Tidy up log message.

• Add FAQ and a few known errors.

• Update README.md

• Add config log message about rolling ITM.

• Fix raising exception.

• Exclude current exp when rolling.

• Increase timeout when waiting on data 3->5s.

• Increase number of iterations from 10 to 25 when waiting on orders/data.

• Improve handling of waiting on data, fail gracefully.

• Bump version.

• Update README.md

• Allow delta to be specified per right or symbol.

  You can now set target.puts/calls.delta or symbol.S.delta to alter
  delta on a per-symbol or contract type basis.

• Also allow separate delta per-symbol.

• When writing calls, strike should be >= avgCost.

• Use python3 -m pip command.

• Simply default config value handling.

  Also fixed default value for min_pnl.

• Clarify percent vs ratio.

• Handle case of empty list.

• 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.

• 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.

• 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.

• 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().

• 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

• 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.

• Bump version.

• Fix deploy workflow.

• 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.

• 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.

• Bump version.

• Bump version.

• Update readme.

• Use dockerhub instead for image hosting.

• Update config, docker build.

• Bump version.