mcp-server-stock-hedge
一个基于 Model Context Protocol (MCP) 的金融量化工具包，专门用于计算 Black-Scholes-Merton (BSM) 模型下的期权 Delta 及其对应的股票与期货对冲配比。
🌟 功能特性
- BSM 定价引擎：精确计算欧式期权的理论 Delta 值。
- 对冲比例建议：直接输出为实现 Delta 中性所需的标的资产（股票或期货）操作数量。
- 灵活参数：支持自定义执行价、到期时间、波动率、无风险利率及合约乘数。
- AI 友好：深度优化了工具描述，方便大模型（如 Claude, GPT）进行函数调用（Tool Calling）。
🛠 技术原理
工具核心使用 BSM 模型计算 Delta ($\Delta$)：
$$d_1 = \frac{\ln(S/K) + (r + \sigma^2/2)T}{\sigma\sqrt{T}}$$
对于看涨期权（Call）： $$\Delta = N(d_1)$$
对于看跌期权（Put）： $$\Delta = N(d_1) - 1$$
对冲比例依据 $\Delta$ 与合约乘数（Contract Size）动态生成。
🚀 安装与准备
本工具推荐使用 uv 进行管理。
1. 环境要求
- Python 3.10+
- 安装
uv:curl -LsSf [https://astral.sh/uv/install.sh](https://astral.sh/uv/install.sh) | sh
2. 本地测试
在发布到 PyPI 前，你可以在本地运行以下命令验证：
uvx --from . mcp-server-stock-hedge
1 maintainer
Metadata
1 maintainer
Release files for mcp-server-stock-hedge 0.1.1
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
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| mcp_server_stock_hedge-0.1.1.tar.gz | 2.3 kB | Without provenance | Details for mcp_server_stock_hedge-0.1.1.tar.gz |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
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| mcp_server_stock_hedge-0.1.1-py3-none-any.whl | Python 3 | none | any | Details for mcp_server_stock_hedge-0.1.1-py3-none-any.whl |
Total release size: 5.4 kB
Release files / mcp_server_stock_hedge-0.1.1.tar.gz
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