INNER CODE UNIT · Python
premium
AlexShakaev/backtesting_and_algotrading_options_with_Interactive_Brokers_API · main.py:80
premium = round(np.abs(short_cost - long_cost), 2)
client.con_ids['long_leg'] = long_con_id
client.con_ids['short_leg'] = short_con_id
bag_con = create_combo(client)
client.spread['short_leg'] = l_leg_strike
client.spread['long_leg'] = s_leg_strike
#get trade time from exec_df
mask = client.exec_df['ConID']==client.con_ids['long_leg']
if any(mask):
df = client.exec_df[mask]
trade_time = df.iloc[-1]['Time']
client.entered = True
print(f'\nGot position in SPY, {l_leg_strike}-{s_leg_strike} call spread \n')
print(client.acc_df)
else:
print('Unable to find contract ids for past trades')