{"repo":"goldspanlabs/optopsy","free":true,"listed":false,"github":"https://github.com/goldspanlabs/optopsy","clone":"git clone https://github.com/goldspanlabs/optopsy.git","description":"A nimble options research and backtesting library for Python","language":"Python","stars":1450,"topics":["options-spreads","options-strategies","trade-options","options","trading","options-trading","options-framework","option-pricing","option-chain","algorithmic"],"license":"AGPL-3.0","category":"trading","readme_excerpt":"A nimble backtesting and statistics library for options strategies. Optopsy is a Python backtesting engine that lets you go from \"How do 45-DTE iron condors on SPX perform with a 50% profit target and 2x stop loss vs holding to expiration?\" to detailed performance statistics in seconds, not spreadsheets. Full Documentation API Reference Examples 🤖 Looking for AI/LLM integration? optopsy-mcp provides a high-performance MCP server for strategy screening and backtesting. Powered by a complete Rust rewrite of the Optopsy engine, it is specifically built for seamless interaction with Large Language Models. Features - 38 Built-in Strategies - From simple calls/puts to iron condors, butterflies, condors, ratio spreads, collars, calendars, and diagonals - Per-Leg Delta Targeting - Select strikes by delta with target, min, max per leg - Trade Simulator - Chronological simulation with capital tracking, position limits, and equity curves via simulate() - Portfolio Simulation - Weighted multi-strategy portfolio backtesting via simulate portfolio() - Early Exits - Stop-loss, take-profit, and max-hold-days rules for automatic position management - Commissions - Model broker fees with per-contract, base fee, and min fee structures - Risk Metrics - Sharpe, Sortino, VaR, CVaR, Calmar, Omega, tail ratio, and more via compute risk metrics() - 80+ Entry Signals - Filter entries with TA indicators (RSI, MACD, Bollinger Bands, EMA, ATR, IV Rank) via pandas-ta-classic - Custom Signals - Use custom","default_branch":null,"files":null,"tree":[],"storefront":"/r/goldspanlabs","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/goldspanlabs/optopsy/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}