This is an error.

brndnmtthws · Sep 14, 2022 · 7c27cb7 · 7c27cb7
1 parent f90f4ae
commit 7c27cb7
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/thetagang/portfolio_manager.py b/thetagang/portfolio_manager.py
@@ -788,7 +788,7 @@ def roll_positions(self, positions, right, account_summary, portfolio_positions=
 
                 strike_limit = get_strike_limit(self.config, symbol, right)
                 if right.startswith("C"):
-                    strike_limit = math.round(
+                    strike_limit = round(
                         max(
                             [strike_limit or 0]
                             + [
@@ -800,7 +800,7 @@ def roll_positions(self, positions, right, account_summary, portfolio_positions=
                         2,
                     )
                 elif right.startswith("P"):
-                    strike_limit = math.round(
+                    strike_limit = round(
                         min(
                             [strike_limit or sys.float_info.max]
                             + [