Option pricing and trading application for VeighNa quant trading framework.
Project description
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 .
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