INNER CODE UNIT · Python

update_target_expiration

ldt9/PyOptionTrader · models/futures/short_strangle.py:197

    def update_target_expiration(self, days):

        '''
        Look for the chain with the nearest DTE expiration to days
        :param days: number of days until expiration
        '''

        try:
            # chain = next(c for c in self.chains if c.tradingClass == 'SPX' and c.exchange == 'SMART') # for index
            # chain = next(c for c in self.chains if c.exchange == 'SMART')  # for stock
            print(self.chains)
            chain = next(c for c in self.chains if c.exchange == 'CME')  # for futures

            # get the nearest monthly expiration
            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]

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