Skip to content
 
 

Repository files navigation

OptionSuite

Options strategy backtester and live trader* framework

Objective

The objective of the OptionSuite library is to create a general framework to backtest options strategies and to be extensible enough to handle live trading.

*Live trader is currently not supported, but the general framework is in place to expand support for live trading.

Overview

The library is designed in a modular way, and several abstractions are provided which allow the user to add additional features. The structure of the library is as follows:

base dataHandler events optionPrimitives portfolioManager sampleData strategyManager utils

About

Option and stock backtester / live trader

Resources

Stars

0 stars

Watchers

0 watching

Forks

Releases

Packages

Contributors

Languages