INNER CODE UNIT · Python

spread_price

AlexShakaev/backtesting_and_algotrading_options_with_Interactive_Brokers_API · main.py:160

            spread_price = get_spread_price(client, bag_con)*100 
            pnl = np.abs(spread_price) >= premium *1.5   
                                  
        if pnl or (bocd.cp_detected and client.data['c'].iloc[-1] < client.data['c'].iloc[-3]) or (current_time - trade_time) / pd.Timedelta(5, "d") > 5:    
            if client.entered: 
                print('Selling spread')
                client.reqAccountUpdates(True, "")
                client.reqGlobalCancel()                
                lmt_price = get_spread_price(client, bag_con)              
             
                order_id = get_order_id(client)                
                print(f'Placing order with lmt price {lmt_price}')
                place_order(client, order_id, bag_con, lmt_price, "SELL") 
                time.sleep(10)    
                
                while not client.filled and (client.con_ids['short_leg'] in client.acc_df.loc[:,'ConID'].values 
                     and (not 
                     (int(client.acc_df[client.acc_df['ConID'] == client.con_ids['short_leg']].loc[:,'position'].values[0]) == 0))):

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