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Optionally close positions when rolling fails #442

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merged 1 commit into from
Jun 4, 2024

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If we try to roll a position and can't find a suitable contract to roll to, allow the option of closing the position out instead.

This can be configured by setting roll_when.close_if_unable_to_roll = true, or per-symbol with symbols.<symbol>.close_if_unable_to_roll = true. Disabled by default.

This closes #439.

If we try to roll a position and can't find a suitable contract to roll
to, allow the option of closing the position out instead.

This can be configured by setting `roll_when.close_if_unable_to_roll =
true`, or per-symbol with `symbols.<symbol>.close_if_unable_to_roll =
true`. Disabled by default.

This closes #439.
@brndnmtthws brndnmtthws merged commit 69234bd into main Jun 4, 2024
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@brndnmtthws brndnmtthws deleted the close-if-unable-to-roll branch June 4, 2024 19:21
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Close contracts if there are no suitable options to roll to
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