├── .gitignore ├── LICENSE.md ├── README.md ├── backTester.py ├── base ├── __init__.py ├── call.py ├── callTest.py ├── option.py ├── optionTest.py ├── put.py ├── putTest.py ├── stock.py └── stockTest.py ├── dataHandler ├── __init__.py ├── csvData.py ├── csvDataTest.py ├── dataHandler.py ├── dataProviders.json ├── pricingConfig.json └── unitTestData │ ├── dataProvidersFakeColumnNotInCSV.json │ ├── dataProvidersFakeNoColsSpecified.json │ ├── dataProvidersFakeUnsupportedDataSource.json │ ├── dataProvidersFakeWithSettlementPrice.json │ └── dataProvidersFakeWrongNumColumns.json ├── events ├── __init__.py ├── event.py ├── signalEvent.py ├── signalEventTest.py ├── tickEvent.py └── tickEventTest.py ├── marketData └── iVolatility │ └── SPX │ └── SPX_2011_2017 │ └── RawIV_5day_sample.zip ├── optionPrimitives ├── __init__.py ├── nakedPut.py ├── nakedPutTest.py ├── optionPrimitive.py ├── putVertical.py ├── putVerticalTest.py ├── strangle.py └── strangleTest.py ├── portfolioManager ├── __init__.py ├── portfolio.py └── portfolioTest.py ├── riskManager ├── putVerticalRiskManagement.py ├── putVerticalRiskManagementTest.py ├── riskManagement.py ├── strangleRiskManagement.py └── strangleRiskManagementTest.py ├── sampleData ├── aapl_sample_ivolatility.csv ├── bad_column_name.csv └── spx_sample_ivolatility.csv ├── strategyManager ├── StrangleStrat.py ├── __init__.py ├── putVerticalStrat.py ├── putVerticalStratTest.py ├── strangleStratTest.py ├── strategy.py └── strategyTest.py └── utils ├── __init__.py └── combineCSVs.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sirnfs/OptionSuite/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sirnfs/OptionSuite/HEAD/LICENSE.md 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