Topically, throughout various (seemingly) console-UX-affecting or benign
spots in the code base; nothing that required more intervention beyond
things superficial. A few spots also include `trio.Nursery` ref renames
(always to something with a `tn` in it) and log-level reductions to
quiet (benign) console noise oriented around issues meant to be solved
long..
Note there's still a couple spots i left with the loose-ify flag because
i haven't fully tested them without using the latest version of
`tractor.trionics.collapse_eg()`, but more then likely they should flip
over fine.
In storage.nativedb mod is manage the write_parquet file, this is
a rudimentary way to write on file using parquet, meant just for
development purpose.
Add comments in max_pain to track the changes.
All the max pain math now is in this two functions:
- get_total_intrinsic_values(): calculate the total value for all strike_prices and stores then in a dict[str, Decimal]
- `get_intrinsic_value_and_max_pain()` given the `intrinsic_values` dict, returns the `max_pain` strike price and the `total_intrinsic_value` for that `strike_price`
- To calculate the `max_pain` first we need an expiration date,
get_expiration_dates()` retrieves them and the user then enters one of
the shown, then using the select expiry_date on `get_instruments()` we
are good to build the `oi_by_strikes` important!
- Add `update_oi_by_strikes()`.
- Add `check_if_complete()`.
- `get_max_pain()`: here's where all the action takes place, the
`oi_by_strikes` must be complete to start the calculations,
- Use `maybe_open_oi_feed` for open a oi_feed.
- Add `max_pain_readme.rst`
Shows how to boot the piker runtime, submit an order to the ems, cancel
said order right away. NOTE, this uses piker's built in paper engine but
can be easily tweaked to use a live backend at the user's whim.
Tyler Goodlet
Nelson Torres
Nelson Torres