feat(orders): add configurable per-symbol option price strategy

[junyuanz1]

Summary

Adds an opt-in, per-symbol option price strategy so users can quote orders off the midpoint, latest, bid, or ask instead of the default midpoint/model price. Quoting off the bid/ask captures more of the spread on less-liquid options, at the cost of slower or missed fills.

• Configurable globally under [runtime.orders] and overridable per symbol under [portfolio.symbols.<SYMBOL>].
• New sell_price / buy_price (midpoint|latest|bid|ask) plus optional sell_price_adjustment / buy_price_adjustment offsets.
• Resolution order: symbol override → global default → preserve current behavior.

Backward compatibility

Fully backward compatible. When sell_price/buy_price are unset, each order site computes today's price (get_higher_price/get_lower_price) and passes it as a fallback; the resolver only overrides it when a strategy is explicitly configured and the chosen bid/ask/last is valid. If the chosen price is unavailable (NaN/negative), it falls back to the existing price. So existing configs behave exactly as before.

Behavioral impact

• Routed through the four options-engine order sites: write_calls, write_puts, and both branches of close_positions (buy-to-close / sell-to-close).
• VIX call-hedge pricing (post_engine.py) is intentionally left unchanged.
• A MINIMUM_PRICE (0.01) floor prevents a negative adjustment from pushing the limit price to zero/negative.

Config example

[runtime.orders]
sell_price = "ask"
buy_price = "bid"
sell_price_adjustment = 0.0
buy_price_adjustment = 0.0

[portfolio.symbols.ABC]
sell_price = "ask"   # quote illiquid names at the ask; overrides the global default

Tests / validation

• uv run pytest → 289 passed (incl. 11 new tests in tests/test_order_pricing.py covering bid/ask/midpoint/latest, adjustments, the MINIMUM_PRICE floor, NaN fallback, global default, and symbol-overrides-global).
• uv run ty check → clean
• uv run ruff check . / ruff format --check → clean

🤖 Generated with Claude Code

[Copilot]

Pull request overview

Adds an opt-in, per-symbol configurable option order price strategy (midpoint/latest/bid/ask) with optional per-side adjustments, wiring it into the options engine’s limit-price creation while preserving existing fallback behavior when unset.

Changes:

• Introduces sell_price / buy_price and *_price_adjustment at both global ([runtime.orders]) and per-symbol ([portfolio.symbols.<SYMBOL>]) levels.
• Adds a centralized resolver (Config.get_order_limit_price) and routes option order sites through it.
• Updates documentation (README.md, thetagang.toml) and adds a new unit test module for pricing resolution.

Reviewed changes

Copilot reviewed 6 out of 6 changed files in this pull request and generated 2 comments.

Show a summary per file

File	Description
thetagang/strategies/options_engine.py	Routes option limit-price calculation through the new config-driven resolver.
thetagang/config.py	Implements order limit price resolution logic and adds display of configured strategies.
thetagang/config_models.py	Extends config schema with global + per-symbol price strategy and adjustments.
thetagang.toml	Documents new runtime order pricing configuration options.
tests/test_order_pricing.py	Adds unit tests for price strategy resolution and adjustment floor behavior.
README.md	Documents global and per-symbol configuration examples and fallback behavior.

[brndnmtthws]

One edge case: sell_price = "bid" can sneak under minimum_credit.

Example: midpoint 0.08 passes a 0.05 floor, but bid 0.01 becomes the submitted limit. Could we clamp opening sells to minimum_credit or fall back when the resolved price is below it?