add utility functions for options/futures options exp dates #123
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Description
Adds new utility functions to calculate monthly expiration dates for options and options on futures.
get_third_friday
: Gets the third Friday of the given date, which corresponds to the monthly for that date.get_tasty_monthly
: Returns the monthly expiration closest to 45 days to expiration (for the Tastytraders out there!)get_future_fx_monthly
: Returns the monthly expiration for FX futures options for the given month.get_future_treasury_monthly
: Returns the monthly expiration for treasury futures options for the given month.get_future_metal_monthly
: Returns the monthly expiration for metals futures options for the given month.get_future_grain_monthly
: Returns the monthly expiration for grain futures options for the given month.Pre-merge checklist
Please note that, in order to pass the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork. Read more at CONTRIBUTING.md.