# VeighNa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-1.0.9-blueviolet.svg"/>
<img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
<img src ="https://img.shields.io/badge/python-3.10|3.11|3.12-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 .
```
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