Don't close long contracts.

Also fixed the quantity handling.

thetagang.toml

@@ -117,12 +117,15 @@ min_pnl = 0.0
 # Optional: Don't roll contracts when the current DTE is greater than this
 # number of days. This helps avoid cases where you end up rolling out to LEAPs.
 # max_dte = 180
+
 # Optional: Create a closing order when the P&L reaches this threshold. This
 # overrides the other parameters, i.e., it ignores DTE and everything else.
 # If not specified, it has no effect. This can handle the case where you have
 # long-dated options that have slowly become worthless and you just want to get
-# them out of your portfolio.
+# them out of your portfolio. This only applies to short contract positions,
+# long positions are ignored.
 # close_at_pnl = 0.99
+
 [roll_when.calls]
 # Roll calls to the next expiration even if they're in the money. Defaults to
 # true if not specified.

thetagang/portfolio_manager.py

@@ -79,13 +79,13 @@ def orderStatusEvent(self, trade):
                 f" status={trade.orderStatus.status}",
             )
 
-    def get_calls(self, portfolio_positions):
-        return self.get_options(portfolio_positions, "C")
+    def get_short_calls(self, portfolio_positions):
+        return self.get_short_contracts(portfolio_positions, "C")
 
-    def get_puts(self, portfolio_positions):
-        return self.get_options(portfolio_positions, "P")
+    def get_short_puts(self, portfolio_positions):
+        return self.get_short_contracts(portfolio_positions, "P")
 
-    def get_options(
+    def get_short_contracts(
         self, portfolio_positions: dict[str, list[PortfolioItem]], right: str
     ):
         ret = []
@@ -97,6 +97,7 @@ def get_options(
                         isinstance(p.contract, Option)
                         and p.contract.right.startswith(right)
                         and p.contract.symbol in symbols
+                        and p.position < 0  # short positions only
                     ),
                     portfolio_positions[symbol],
                 )
@@ -647,7 +648,7 @@ def manage(self):
 
     def check_puts(self, portfolio_positions):
         # Check for puts which may be rolled to the next expiration or a better price
-        puts = self.get_puts(portfolio_positions)
+        puts = self.get_short_puts(portfolio_positions)
 
         # find puts eligible to be rolled or closed
         rollable_puts = []
@@ -681,7 +682,7 @@ def check_puts(self, portfolio_positions):
 
     def check_calls(self, portfolio_positions):
         # Check for calls which may be rolled to the next expiration or a better price
-        calls = self.get_calls(portfolio_positions)
+        calls = self.get_short_calls(portfolio_positions)
 
         # find calls eligible to be rolled
         rollable_calls = []
@@ -1152,7 +1153,7 @@ def close_positions(self, positions):
                     # if the price is near zero, use the minimum price
                     price = ticker.minTick
 
-                qty = -position.position
+                qty = abs(position.position)
                 order = LimitOrder(
                     "BUY" if is_short else "SELL",
                     qty,