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README
MIT

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3.9.0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 .
The MIT License (MIT) Copyright (c) 2015-present, Xiaoyou Chen Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

简介

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