Metadata-Version: 2.1
Name: vnpy-optionmaster
Version: 1.0.1
Summary: Option volatility trading application for vn.py quant trading framework.
Home-page: https://www.vnpy.com
Author: Xiaoyou Chen
Author-email: xiaoyou.chen@mail.vnpy.com
License: MIT
Keywords: quant,quantitative,investment,trading,algotrading
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: Programming Language :: Python :: Implementation :: CPython
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: Chinese (Simplified)
Description-Content-Type: text/markdown
License-File: LICENSE

# vn.py框架的期权波动率交易模块

<p align="center">
  <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
</p>

<p align="center">
    <img src ="https://img.shields.io/badge/version-1.0.1-blueviolet.svg"/>
    <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
    <img src ="https://img.shields.io/badge/python-3.7-blue.svg" />
    <img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
</p>

## 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

安装需要基于2.6.0版本以上的[VN Studio](https://www.vnpy.com)。

直接使用pip命令：

```
pip install vnpy_optionmaster
```

下载解压后在cmd中运行

```
python setup.py install
```


