brndnmtthws / thetagang

ThetaGang is an IBKR bot for collecting money
GNU Affero General Public License v3.0
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Better handling for ITM rolling with credit_only #285

Closed brndnmtthws closed 1 year ago

brndnmtthws commented 1 year ago

When credit_only = true, we sometimes do a poor job of selecting a reasonable contract because we can't satisfy the requirement for both a credit and the target delta.

This relaxes the target delta limitation in such cases.