v2.0.2

ThetaGang v2.0.2

This patch release tightens regime rebalance behavior and cleans up Docker-based IB Gateway startup logging. It also updates the bundled Docker IBC release to 3.23.0.

Full Changelog: v2.0.1...v2.0.2

Breaking Changes

• regime_rebalance.ratio_gate.var_min has been removed. Use regime_rebalance.ratio_gate.vol_min instead. Configurations that still set var_min now fail fast with migration guidance.

Highlights Since v2.0.1

Regime Rebalancing

• Flow-driven rebalances now respect the same regime, cooldown, and ratio gates used by soft-band rebalances, while hard-band breaches can still force partial rebalances when needed.
• Ratio gating now uses annualized ratio volatility through vol_min, making thresholds and logs easier to interpret than raw daily variance values.
• Positive residual regime cash-flow capital is reserved from post-run cash management so staged regime buys are not immediately swept into the configured cash fund.

Docker and IB Gateway

• Docker images now apply IB Gateway/TWS Log4j options through the actual IBC Java launch path instead of relying on ignored *.vmoptions system properties.
• Additional Log4j StatusLogger and default status-level options suppress noisy IB Gateway startup and shutdown status logs while preserving real Java errors.
• The bundled IBC Linux release is updated from 3.20.0 to 3.23.0, with the pinned checksum refreshed and ibc-config.ini updated for the new IncludeStackTraceForExceptions option.

Documentation

• Removed stale README links to deleted Reddit posts and adjusted the surrounding strategy description.

Migration Guide

1) Update ratio gate configuration

Replace:

[regime_rebalance.ratio_gate]
var_min = 0.00001

With:

[regime_rebalance.ratio_gate]
vol_min = 0.05

vol_min is annualized ratio volatility. To convert an old daily variance threshold, use:

vol_min = sqrt(var_min * 252)

2) Validate before live trading

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

For Docker users, rebuild or pull the updated image so the IBC 3.23.0 and Log4j launcher changes are present.

Pull Requests by Category

Bug Fixes

• Reserve regime flow cash from cash management (#666)
• Configure IB Gateway Java logging in Docker (#667)
• Apply IBC Java logging options at launch (#668)
• Gate ratios on annualized volatility (#672)
• Gate flow rebalances (#673)
• Suppress IB Gateway status logging (#674)
• Suppress remaining IB Gateway status logs (#676)

Documentation

• Remove broken Reddit links (#670)

Misc

• Bump version (#671)
• Bump bundled IBC to 3.23.0 (#675)