I know it is on the list of future features: "Artificial assets from a linear combination of real assets, for basket trading or multi-asset arbitrage." but I wonder how to best approach this in scripts while Zorro does not have the feature yet?
In particular for option strategies this is an important topic. E. g. how to manage a "short strangle" (combination of short put and short call) as a single position (or "trade", in Zorro terms) with e. g. a combined profit target and combined stop loss? TMFs appear only partially useful as they are focused on the individual trade, so they could only serve as input for a separate logic managing the combined positions, I believe. So I wonder if one would e. g. have to define a dedicated STRUCT CombinedAsset with some position-related parameters such as CombinedProfit etc. and a list of pointers to the individual trades, and then using individual TMFs to feed/update these structs? Or are there better/alternative approaches?
I'd appreciate any experience/ideas shared around this topic... thanks!
Or to avoid unnecessary work: @jcl, any timelines by when the artificial assets feature might be built into Zorro?