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Optopsy is a nimble backtesting and statistics library for option strategies, it is designed to answer questions like
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"How do vertical spreads perform on the SPX?" or "Which strikes and/or expiration dates should I choose to make the most potential profit?"
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- ** This library is currently being rewritten and is in beta state, use at your own risk**
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-
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## Supported Option Strategies
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* Calls/Puts
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* Straddles/Strangles
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- * Butterflies/Iron Condors (WIP)
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+ * Butterflies (WIP)
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+ * Iron Condors (WIP)
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* Many more to follow
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## Documentation
@@ -30,7 +29,7 @@ You will need Python 3.6 or newer and Pandas 0.23.1 or newer and Numpy 1.14.3 or
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### Installation
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```
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- pip install optopsy==2.0.0b2
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+ pip install optopsy==2.0.0
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```
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### Example
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description = "Python Backtesting library for options trading strategies" ,
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long_description = open ("README.md" ).read (),
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long_description_content_type = "text/markdown" ,
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- version = "2.0.0b2 " ,
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+ version = "2.0.0 " ,
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url = "https://github.com/michaelchu/optopsy" ,
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author = "Michael Chu" ,
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Original file line number Diff line number Diff line change @@ -58,6 +58,10 @@ def test_check_data_types():
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invalid_cols = {"some_col" : ["some val" ]}
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invalid_types = {"underlying_symbol" : [123 ]}
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- with pytest .raises (ValueError ):
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+ with pytest .raises (ValueError , match = "Expected column" ):
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op ._check_data_types (pd .DataFrame (invalid_cols ))
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+
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+ with pytest .raises (
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+ ValueError , match = "underlying_symbol does not match expected types"
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+ ):
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op ._check_data_types (pd .DataFrame (invalid_types ))
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