open_leg: TODO resolve method to use max strike for shorts and min...

Description Usage Arguments Value

Description

Using function inputs for options type, direction, target delta, and buffer open a single option leg trade

Usage

1
open_leg(conn, stock, put_call, direction, tar_delta, tar_dte)

Arguments

conn

AWS Athena connection

stock

character string of stock symbol

put_call

is this a put or call option we are opening?

direction

credit or debit (short or long trade)

tar_delta

target delta for the option

tar_dte

target number of days to expiration at entry

Value

A dataframe of filtered opening option trades to be used in further analysis.


themechanicalbear/tastytrade documentation built on June 28, 2019, 10:16 p.m.