Open samjtro opened 2 years ago
I need to get around to this eventually. I have separated all of the functions from the main file for readability; added benefit is that each file can have a separate Contract type to record data. Makes this much easier
From the looks of it, it seems that all of the different strategies (besides Analytical) use the same basic return structure. We can utilize a standard UNDERLYING/CONTRACT layout for all of the different strategies.
It is just going to be a question of creating custom structs for certain legs of the different strategies.
I am about 20% complete with this.
I am going to be using a Standard layout for all spreads, and a custom Interface (potentially struct) with maps of CONTRACTs for certain option calls. Most, however, are fairly straight forward in their returns.
Need to decide on a path forward for these sooner rather than later. Functions will either be individually typed (ie func Butterfly() []BUTTERFLY {}) OR grouped (ie func Butterfly() []STRATEGY {}). Need to do research into what the responses will look like from tda in all circumstances. If there are significant differences, individually typed but if not, group it.