Flexibility changes in generic Long call trader

This commit is contained in:
2025-04-21 09:31:31 -05:00
parent 390b60b8d8
commit 548591c6e6
3 changed files with 34 additions and 18 deletions

View File

@@ -4,15 +4,21 @@ IFS=$'\0'
. helpers.sh
msg=$(echo "Called with parameters: _$@_")
log "$msg" info
Symbol="$1"
if [[ -z ${Symbol} ]]; then
throw "A Stock symbol must be given as first parameter. exiting." err 2
fi
shift
AccountName="$2"
AccountName="$1"
if [[ -z ${AccountName} ]]; then
throw "An Account name must be given as first parameter. exiting." err 2
fi
shift
if [[ -z $(./getAccountNumbers.sh "${AccountName}") ]]; then
throw "An the account with name _${AccountName}_ doesn't exist. exiting." err 2
@@ -23,16 +29,23 @@ if [[ ${marketOpen} == false ]]; then
throw "The market is closed, exiting." info 2
fi
#Trade variables - overwrite with -VAR_<variable name>=<value>
daysOutMin=87
daysOutMax=91
deltaMin=0.35
deltaMax=0.40
priceOffset=0.0
checkPositionExists=true
marketOpen=$([[ $(./getMarketHours.sh | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false)
if [[ ${marketOpen} == false ]]; then
throw "The market is closed, exiting." info 2
fi
#Allow to overwrite any variable by a commandline parameter with the name of the variable:
while [[ $# -gt 0 ]]
do
if [[ ${1:0:5} == "-VAR_" ]]; then
log "Setting Variable: ${1:5}" info
eval ${1:5}
fi
shift
done
inputFile=temp/orderInputFile.$$.json
./getOptionChain.sh ''${Symbol}'' fromDate $(date "+%Y-%m-%d" -d "+${daysOutMin} days") toDate $(date "+%Y-%m-%d" -d "+${daysOutMax} days") > "${inputFile}"
@@ -65,15 +78,16 @@ longAsk=$(jq -r '.ask' < temp/longLeg.json)
longSymbol=$(jq -r '.symbol' < temp/longLeg.json)
log "Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_" info
#Check if this order has already been submitted.
./getOrders.sh | grep '\(WORKING\|FILLED\),'"${longSymbol:0:12}" > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
log "Not Yet traded, continuing" info
else
throw "Already traded, exiting" info
fi
if [[ "${checkPositionExists}" = true ]]; then
#Check if this order has already been submitted.
./getOrders.sh | grep '\(WORKING\|FILLED\),'"${longSymbol:0:12}" > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
log "Not Yet traded, continuing" info
else
throw "Already traded, exiting" info
fi
fi
priceOffset=0.0
# Get the Middle price...
price=$(echo "scale=2; ((${longBid}+${longAsk})/2) + ${priceOffset}" | bc)