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tastyware/margin-estimator:v0.2

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@Graeme22 Graeme22 released this 07 Jan 18:05
· 1 commit to main since this release

What's Changed

  • Now arbitrary complex positions are supported, meaning the library can be used not only for individual trades but also for calculating margin for an entire portfolio of positions
  • More types of trades are supported, like calendar and diagonal spreads
  • Added utility functions Option.from_occ and Option.from_dxfeed to build legs from symbol strings

Full Changelog: v0.1...v0.2