INNER CODE UNIT · Python
__init__
ldt9/PyOptionTrader · models/futures/short_strangle.py:36
def __init__(self):
print(f"{self.get_timestamp()} Initializing Options Strategy...")
# Instantiate local vars
self.ib = ibi.IB()
self._logger = logging.getLogger(__name__)
self.bar_count = 0
self.underlying = None
self.data = None
self.df = None
self.chains = None
self.in_trade = False
self.order_placed = False
self.strangle = None
self.short_call = None
self.short_put = None
self.currentIV = 0.0
self.nearestDTE = None