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issue 425 support per symbol dte configuration #428
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This is a good start, and I appreciate the submission.
I think we need to update/document this in thetagang.toml
, then we're good to go.
It's a bit confusing that we can specify dte
separately for puts/calls, but max_dte
is only per-symbol, so I think that should get sorted out at some point but it can be in a separate PR.
Ideally there we be a per-symbol value (like with max_dte
) which applies to both puts and calls, and then an override for each contract type that takes precedence over everything else. That will be backward-compatible, and give enough flexibility to do whatever you want.
document change in toml. |
Sorry about the mess, it was my first contribution :) |
You need to fix the formatting issues, which you can do with the black tool. You can also install the git hooks as noted here. To run black manually, do |
You need to resolve the conflicts, which I think should be trivial, then we're good to go |
Which conflicts? |
You need to either merge the GitHub provides two guides on how to do this if you're not familiar: https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/addressing-merge-conflicts/resolving-a-merge-conflict-on-github |
Thanks, I appreciate you're patience! noam@TATPS:~/dev/thetagang$ git pull https://github.com/brndnmtthws/thetagang.git main merge I synced my breach with main changes from github with sync fork and it updated my PR, I hope it's ok. It's strange, I followed the docs that you sent and I didn't saw any conflict error, just that main in ahead my branch so I just synced it. |
support DTE per symbol, same flow as target_delta.
test with
[symbols.XLE]
weight = 0.10
delta = 0.3
#write_threshold = 0.01
dte = 80
[symbols.BITO]
weight = 0.15
delta = 0.3