VeighNa框架的期权波动率交易模块
说明
针对期权波动率交易类策略设计的应用模块,支持波动率曲面实时跟踪、期权组合持仓希腊值风控、Delta自动对冲算法、电子眼波动率执行算法、情景分析压力测试等功能。
安装
安装环境推荐基于4.0.0版本以上的【VeighNa Studio】。
直接使用pip命令:
pip install vnpy_optionmaster
或者下载源代码后,解压后在cmd中运行:
pip install .
Release files for vnpy_optionmaster 1.3.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| vnpy_optionmaster-1.3.0.tar.gz | 147.0 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| vnpy_optionmaster-1.3.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 294.9 kB
Release files / vnpy_optionmaster-1.3.0.tar.gz
| Download URL | vnpy_optionmaster-1.3.0.tar.gz |
|---|---|
| Size | 147.0 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
a1a5ad0315162678eaf370d3a83b2a29d6517f303f9fbecb1f0fcadd40d9f136
|
|
BLAKE2b-256 checksum How to use checksums |
2fb68ef78afccb4e5c1eeaca40d7498264e098952d8ae079d607bb82ceda679b
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
uv/0.9.3
|
Release files / vnpy_optionmaster-1.3.0-py3-none-any.whl
| Download URL | vnpy_optionmaster-1.3.0-py3-none-any.whl |
|---|---|
| Size | 147.9 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
26a98a5da6b78e1e007eed21ccf8acf3dd84bf59826d37ea677cc53fd1029fb5
|
|
BLAKE2b-256 checksum How to use checksums |
6fe255986cb449651fc8f7ddc2f0d9d8ec995497f0e6dfc5bf7510b2768358ba
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
uv/0.9.3
|