├── .Rbuildignore ├── .Rprofile ├── .gitignore ├── .travis.yml ├── DESCRIPTION ├── LICENSE ├── LICENSE.md ├── NAMESPACE ├── OptionsAnalytics.Rproj ├── R ├── compute_option_pnl.R ├── compute_option_scenarios.R ├── compute_strategy_greeks_by_time.R ├── compute_strategy_prices.R ├── compute_ttm_years.R ├── create_market_env.R ├── create_nodes_list.R ├── fill_strategy_prices.R ├── get_current_positions.R ├── get_option_details.R ├── intersect_prices.R ├── iv_by_time.R ├── make_ig_request.R ├── persist_strategy.R ├── plot_positions_scenarios.R ├── plot_strategy_prices.R ├── priceReq.R ├── startIGSession.R ├── strategy.R ├── style_plots.R ├── traverse_market_hierarchy.R └── utils-pipe.R ├── README.Rmd ├── README.md ├── man ├── calc_strategy_prices.Rd ├── compute_implied_volatility.Rd ├── compute_option_pnl.Rd ├── compute_option_scenarios.Rd ├── compute_strategy_greeks.Rd ├── compute_strategy_prices.Rd ├── compute_ttm_years.Rd ├── create_market_env.Rd ├── create_nodes_list.Rd ├── create_strategy.Rd ├── expand_prices.Rd ├── figures │ └── README-pressure-1.png ├── fill_prices.Rd ├── fill_strategy_prices.Rd ├── get_current_positions.Rd ├── get_greeks.Rd ├── get_option_details.Rd ├── get_option_underlyer.Rd ├── greeks_by_time.Rd ├── initiate_ig_session.Rd ├── intersect_prices.Rd ├── load_strategy.Rd ├── make_ig_request.Rd ├── parse_prices.Rd ├── pipe.Rd ├── plot_implied_vols.Rd ├── plot_scenario_surface.Rd ├── plot_strategy_pnl.Rd ├── plot_strategy_prices.Rd ├── plot_strategy_scenarios.Rd ├── refresh_strategy.Rd ├── request_market_navigation.Rd ├── request_prices.Rd ├── request_prices_range.Rd ├── save_strategy.Rd ├── style_plot.Rd ├── style_subplot.Rd └── traverse_market_hierarchy.Rd ├── renv.lock ├── renv ├── .gitignore ├── activate.R └── settings.dcf └── tests ├── testthat.R └── testthat ├── setup-persist_strategy.R ├── test-compute_strategy_prices.R ├── test-fill_strategy_prices.R ├── test-persist_strategy.R ├── test-priceReq.R └── test-strategy.R 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