https://github.com/vnpy/vnpy_optionmaster

VeighNa框架的期权波动率交易模块
https://github.com/vnpy/vnpy_optionmaster

option veighna vnpy

Last synced: about 1 year ago
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VeighNa框架的期权波动率交易模块

• Host: GitHub
• URL: https://github.com/vnpy/vnpy_optionmaster
• Owner: vnpy
• License: mit
• Created: 2021-08-24T02:21:42.000Z (almost 5 years ago)
• Default Branch: main
• Last Pushed: 2025-02-13T11:49:25.000Z (over 1 year ago)
• Last Synced: 2025-04-09T22:18:09.163Z (about 1 year ago)
• Topics: option, veighna, vnpy
• Language: Python
• Homepage: https://www.vnpy.com
• Size: 433 KB
• Stars: 37
• Watchers: 4
• Forks: 35
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE

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# VeighNa框架的期权波动率交易模块



  





    

    

    

    



## 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

安装环境推荐基于3.9.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。

直接使用pip命令：

```

pip install vnpy_optionmaster

```

或者下载源代码后，解压后在cmd中运行：

```

pip install .

```