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` |
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.. | ||
derivs | ||
basic_order_bot.py | ||
max_pain.py | ||
max_pain_readme.rst |