Options strategy backtester and live trader* framework
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.
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