INNER CODE UNIT · Python

targetDTE

ldt9/PyOptionTrader · models/futures/short_strangle.py:211

            targetDTE = datetime.date.today() + datetime.timedelta(days=days)

            # convert chain.expirations to datetime.date
            expire = [datetime.datetime.strptime(exp, '%Y%m%d').date() for exp in chain.expirations]
            print(expire)

            # find the nearest monthly expiration in chain.expirations to targetDTE
            self.nearestDTE = min(expire, key=lambda x: abs(x - targetDTE))

            # find the number of days until the nearest monthly expiration
            self.daysToexp = (self.nearestDTE - datetime.date.today()).days / 365
            print(f"{self.get_timestamp()} Days to expiration: ", round(self.daysToexp * 365), " days")
            print(f"{self.get_timestamp()} Expiration date: ", self.nearestDTE)
        except Exception as e:
            print(str(e))
            print(f"{self.get_timestamp()} Could not update target expiration.")

    def get_strike(self, delta=0.16, option_type='C', call_strike_rounding='up', put_strike_rounding='down'):

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