ValueError: cannot convert float NaN to integer

[cjian0001]

so boss, here is what i got, how to fix

2022-12-17 09:59:16,079 ib_insync.wrapper INFO Warning 2104, reqId -1: Market data farm connection is OK:usfarm 2022-12-17 10:01:25,149 eventkit.event ERROR Value () caused exception for event Event<connectedEvent, [[None, None, <function start..onConnected at 0x7f905169fac0>]]> Traceback (most recent call last): File "/usr/local/lib/python3.10/dist-packages/eventkit/event.py", line 198, in emit result = func(*args) File "/usr/local/lib/python3.10/dist-packages/thetagang/thetagang.py", line 172, in onConnected portfolio_manager.manage() File "/usr/local/lib/python3.10/dist-packages/thetagang/portfolio_manager.py", line 460, in manage self.check_if_can_write_puts(account_summary, portfolio_positions) File "/usr/local/lib/python3.10/dist-packages/thetagang/portfolio_manager.py", line 762, in check_if_can_write_puts target_quantity = math.floor(targets[symbol] / ticker.marketPrice()) ValueError: cannot convert float NaN to integer 2022-12-17 10:01:25,152 ib_insync.Watchdog INFO Stopping 2022-12-17 10:01:25,153 ib_insync.ib INFO Disconnecting from 127.0.0.1:7497, 928 B sent in 16 messages, 84.5 kB received in 1756 messages, session time 163 s.

[brndnmtthws]

There's either no market price available for the ticker you specified, or you didn't supply a valid target weight.

[cjian0001]

thanks boss,i'll try it again on monday ;)

[cjian0001]

so boss, here is what i have changed, and im sure i have the market data " cancel_orders = true

margin_usage = 1.2 market_data_type = 1

[orders] exchange = "SMART"

[orders.algo] strategy = "Adaptive" params = [["adaptivePriority", "Patient"]]

[option_chains] expirations = 3 strikes = 50

[roll_when] pnl = 0.9 dte = 0 min_pnl = 0.0 close_at_pnl = 0.85

[roll_when.calls] itm = true [roll_when.puts] itm = false

[target] dte = 3

maximum_new_contracts_percent = 1.0 minimum_open_interest = 10

[target.puts] delta = 0.1 [target.calls] delta = 0.05

[symbols]

[symbols.SPY] weight = 1.0

[symbols.SPY.puts] delta = 0.1

[ib_insync] logfile = '/etc/thetagang/ib_insync.log' "

[cjian0001]

and one more thing when i change spy to spx, it shows this "ValueError: Contract Stock(symbol='SPX', exchange='SMART', currency='USD') can't be hashed 2022-12-18 22:30:23,213 ib_insync.Watchdog INFO Stopping"

and i already change to exchange=cboe type=ind symbol=spx

[brndnmtthws]

SPX is an index, not an ETF or stock. There are cash-settled options, but thetagang doesn't support cash settled options (like index options and futures).

Are you running this during market hours? If you try to run it outside market hours, the data won't be available so it could fail. If you want to test it, use 2, 3, or 4 for market_data_type. See https://github.com/brndnmtthws/thetagang/blob/main/thetagang.toml#L34-L36.

You also need to make sure you have the market data subscriptions available.

[cjian0001]

thanks boss

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