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Fix ttm issue #24

Merged
merged 16 commits into from
Jun 25, 2024
Merged

Fix ttm issue #24

merged 16 commits into from
Jun 25, 2024

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rgaveiga
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@rgaveiga rgaveiga commented Jun 4, 2024

Add 1 to time_to_target and time_to_maturity in engine.py such that the target/expiration days also are taken into account in the calculations.

Update tests in tests.

Replaces calls to StrategyEngine methods by run_strategy() function calls in the Jupyter notebooks in examples. Articles on Medium will be changed as well.

Close #23

@rgaveiga rgaveiga added bug Something isn't working enhancement New feature or request labels Jun 4, 2024
@rgaveiga rgaveiga merged commit bf94e57 into main Jun 25, 2024
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@rgaveiga rgaveiga deleted the fix-ttm-issue branch June 25, 2024 19:10
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PoP and Greeks calculation on the expiration date
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