INNER CODE UNIT · Python

daysToexp

ldt9/PyOptionTrader · models/futures/short_strangle.py:519

            daysToexp = (self.nearestDTE - datetime.date.today()).days

            # get the market price of the combo order
            combobars = self.ib.reqHistoricalData(
                contract=self.strangle,
                endDateTime='',
                durationStr='60 s',
                barSizeSetting='1 secs',
                whatToShow='TRADES',
                useRTH=True,
                formatDate=1)
            combo = util.df(combobars)
            curr_price = round(np.nanmean(combo['close']), 2)
            print(f"{self.get_timestamp()} Strangle Price: ", curr_price)

            # if the difference between self.nearestDTE and today is less than 21 days
            if daysToexp <= 21:
                print(f"{self.get_timestamp()} Closing Open Strangle Position...")

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