Releases: brndnmtthws/thetagang
v0.1.11
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Bump version.
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Add sweet meme thanks reddit.
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Wait for market prices after fetching tickers.
Also bump python dependencies.
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Prefer midpoint rather than market price for orders.
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Update TWS hash.
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Use docker build cache from dockerhub.
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Include build cache info in Docker image.
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Show cost rather than avg cost (avg cost * qty).
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Make sure buildkit is enabled.
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Update COPYING
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Update workflow names.
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Update README.md
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Update TWS hash.
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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.
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Put buildkit var back in.
v0.1.10
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Bump version.
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Change paper account # in sample.
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Add a few more notes/details to config and code.
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Run poetry update.
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Allow config of rolling behaviour when ITM.
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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.
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Clarify buying power calculation, remove min().
v0.1.9
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Bump version.
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Wait for order status to leave pending state.
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Config: replace
minimum_cushion
withmargin_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
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Bump version.
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Fixed readme typo.
This resolves #1.
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Add note about symbols/weights.
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Add more detail to readme.
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Always stop main loop, fix position roll count.
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Fix open interest check, improve logging.
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Optimize Dockerfile.
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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
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Bump version.
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Fix deploy workflow.
v0.1.6
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Bump version.
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Reformat position output.
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Add note on having enough money to get the money.
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Fix pnl calculation, add test.
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Remove extraneous print().
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Use 1 docker workflow instead of 2.
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Fix push command.
v0.1.5
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Bump version.
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Update README.md
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Update README.md
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Update README.md
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Use separate docker hub/github docker workflows.
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Add slightly more detail to README.md.
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Update sample config.
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Add COPYING.
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Add sample ibc-config.ini.
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Add note about using a paper account to README.
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Add shutdown message.
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Add basic config validation.
v0.1.4
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Bump version.
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Bump version.
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Update readme.
v0.1.3
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Use dockerhub instead for image hosting.
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Update config, docker build.
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Bump version.
v0.1.2
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Update project metadata.
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Update readme, bump version.