ThetaGang Files

ThetaGang v2.0.1

This release adds optional volatility-weighted regime targets and tightens several runtime details around regime history, target reporting, and TWS/Gateway startup. It also reduces container log noise from IBKR Java startup paths and includes routine dependency maintenance.

Full Changelog: https://github.com/brndnmtthws/thetagang/compare/v2.0.0...v2.0.1

Highlights Since v2.0.0

Regime Rebalancing

• Added optional portfolio.symbols.<symbol>.volatility_weight configuration so selected regime symbols can scale effective target weights from realized volatility, with configurable lookback, target volatility, min/max weight, rebalance band, and smoothing controls.
• Effective volatility-adjusted weights are now used in regime target value and share calculations for symbols that opt in, while symbols without the new configuration continue to use static configured weights.
• Ratio-gate history is fetched independently from proxy-symbol history, which fixes edge cases where non-anchor symbols could be evaluated against the wrong history set.
• Startup and runtime output now show volatility-weight configuration and calculation details more clearly, including raw, clamped, previous, smoothing, and effective weights.

TWS and Gateway Runtime

• Updated the pinned TWS/IBC startup version from 1037 to 1045 and aligned Docker image paths with the installed TWS tree.
• Suppressed noisy Log4j status output and a known useless Gateway appender lifecycle message while preserving normal Java, IBC, and bot error output.

Upgrade Notes

• Existing v2.0.0 configs continue to work without changes. Volatility-weighted targets are opt-in per symbol through portfolio.symbols.<symbol>.volatility_weight.
• Container users should pull/rebuild the latest image so the TWS 1045 paths and Gateway log-suppression settings are present.

• Validate config and behavior with a dry run before enabling live trading:

  :::bash uv run thetagang --config thetagang.toml --dry-run

Pull Requests by Category

Features

• feat(regime): add volatility weighted targets (#660)

Bug Fixes

• fix(regime): decouple ratio gate from proxy history (#659)
• fix(tws): bump pinned version to 1045 (#661)
• fix(regime): clarify volatility weight output (#663)
• fix(tws): suppress log4j status output (#662)
• fix(tws): suppress noisy gateway logs (#664)

Misc

• chore: bump version (#650)
• chore(deps): bump the deps group across 1 directory with 2 updates (#658)
• chore(deps): bump docker/setup-qemu-action from 3 to 4 (#655)
• chore(deps): bump docker/setup-buildx-action from 3 to 4 (#654)
• chore(deps): bump docker/metadata-action from 5 to 6 (#651)
• chore(deps): bump docker/build-push-action from 6 to 7 (#652)
• chore(deps): bump docker/login-action from 3 to 4 (#653)