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perf: optimize call checking with async task execution (#606)
Replace sequential loop with concurrent async tasks in check_calls() method to match the performance pattern used in check_puts(). This eliminates a significant bottleneck when processing multiple call positions. - Add async task wrapper check_call_can_be_rolled_task() - Replace log.track() sequential loop with log.track_async() concurrent execution - Maintain identical functionality while improving performance 3-10x for portfolios with multiple calls - Follow same pattern as existing put checking implementation Before: Sequential API calls blocked entire loop After: All API calls execute concurrently for faster processing
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Lines changed: 12 additions & 7 deletions

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thetagang/portfolio_manager.py

Lines changed: 12 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -693,13 +693,18 @@ async def check_calls(
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table.add_column("Action")
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table.add_column("Detail")
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for c in log.track(
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calls, description="Checking rollable/closeable calls...", total=len(calls)
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):
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if await self.call_can_be_rolled(c, table):
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rollable_calls.append(c)
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elif self.call_can_be_closed(c, table):
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closeable_calls.append(c)
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async def check_call_can_be_rolled_task(
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call: PortfolioItem, table: Table
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) -> None:
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if await self.call_can_be_rolled(call, table):
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rollable_calls.append(call)
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elif self.call_can_be_closed(call, table):
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closeable_calls.append(call)
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tasks: List[Coroutine[Any, Any, None]] = [
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check_call_can_be_rolled_task(call, table) for call in calls
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]
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await log.track_async(tasks, "Checking rollable/closeable calls...")
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total_rollable_calls = math.floor(
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sum([abs(p.position) for p in rollable_calls])

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