iron_condor.py

@@ -1,19 +1,18 @@
 from datetime import datetime
 from dotenv import load_dotenv
 from ibkr import Client
-from ibkr.option_type import CALL, PUT
 from os import getenv
 from tastytrade import Tastytrade
 
 load_dotenv()
 
-ibkr_host = getenv('IBKR_HOST')
-ibkr_port = getenv('IBKR_PORT')
+ibkr_host = getenv("IBKR_HOST")
+ibkr_port = getenv("IBKR_PORT")
 ibkr_client = Client(host = ibkr_host, port = ibkr_port)
 
-tastytrade_account = getenv('TASTYTRADE_ACCOUNT')
-tastytrade_username = getenv('TASTYTRADE_USERNAME')
-tastytrade_password = getenv('TASTYTRADE_PASSWORD')
+tastytrade_account = getenv("TASTYTRADE_ACCOUNT")
+tastytrade_username = getenv("TASTYTRADE_USERNAME")
+tastytrade_password = getenv("TASTYTRADE_PASSWORD")
 tastytrade_client = Tastytrade(tastytrade_username, tastytrade_password)
 tastytrade_client.login()
 
@@ -29,33 +28,4 @@ def contract_filter(contract):
 
 # The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
 option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
-print(option_chain)
-
-target_delta = 0.10
-
-def closest_strike_by_delta(target_delta, option_chain, option_type):
-    options = option_chain[option_chain['Type'] == option_type].copy()
-    options['Delta Distance'] = abs(options['Delta'] - (target_delta * (1 if option_type == CALL else -1)))
-    return options.loc[options['Delta Distance'].idxmin()]
-
-# Find the strikes that minimize the distance to the target delta.
-closest_call_strike = closest_strike_by_delta(target_delta, option_chain, CALL)
-closest_put_strike = closest_strike_by_delta(target_delta, option_chain, PUT)
-
-# Do the same for the long strikes.
-target_long_call_strike = closest_call_strike['Strike'] + 50
-target_long_put_strike = closest_put_strike['Strike'] - 50
-
-def closest_strike_by_strike(target_strike, option_chain, option_type):
-    options = option_chain[option_chain['Type'] == option_type].copy()
-    options['Strike Distance'] = abs(options['Strike'] - target_strike)
-    return options.loc[options['Strike Distance'].idxmin()]
-
-closest_long_call_strike = closest_strike_by_strike(target_long_call_strike, option_chain, CALL)
-closest_long_put_strike = closest_strike_by_strike(target_long_put_strike, option_chain, PUT)
-
-# The requested iron condor.
-print('Short Call Strike:', closest_call_strike['Strike'])
-print('Long Call Strike:', closest_long_call_strike['Strike'])
-print("Short Put Strike:", closest_put_strike['Strike'])
-print('Long Put Strike:', closest_long_put_strike['Strike'])
+print(option_chain)