# 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-1.2.2-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|3.13-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4.0.0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 .
```
Raw data
{
"_id": null,
"home_page": null,
"name": "vnpy_optionmaster",
"maintainer": null,
"docs_url": null,
"requires_python": ">=3.10",
"maintainer_email": null,
"keywords": "algotrading, investment, options, quant, quantitative, trading",
"author": null,
"author_email": "Xiaoyou Chen <xiaoyou.chen@mail.vnpy.com>",
"download_url": "https://files.pythonhosted.org/packages/3b/94/bf2da922ea1086520712742a0839db08508f11ad1d48346a7eb537e8f4b6/vnpy_optionmaster-1.2.2.tar.gz",
"platform": null,
"description": "# VeighNa\u6846\u67b6\u7684\u671f\u6743\u6ce2\u52a8\u7387\u4ea4\u6613\u6a21\u5757\n\n<p align=\"center\">\n <img src =\"https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png\"/>\n</p>\n\n<p align=\"center\">\n <img src =\"https://img.shields.io/badge/version-1.2.2-blueviolet.svg\"/>\n <img src =\"https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg\"/>\n <img src =\"https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg\" />\n <img src =\"https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange\"/>\n</p>\n\n## \u8bf4\u660e\n\n\u9488\u5bf9\u671f\u6743\u6ce2\u52a8\u7387\u4ea4\u6613\u7c7b\u7b56\u7565\u8bbe\u8ba1\u7684\u5e94\u7528\u6a21\u5757\uff0c\u652f\u6301\u6ce2\u52a8\u7387\u66f2\u9762\u5b9e\u65f6\u8ddf\u8e2a\u3001\u671f\u6743\u7ec4\u5408\u6301\u4ed3\u5e0c\u814a\u503c\u98ce\u63a7\u3001Delta\u81ea\u52a8\u5bf9\u51b2\u7b97\u6cd5\u3001\u7535\u5b50\u773c\u6ce2\u52a8\u7387\u6267\u884c\u7b97\u6cd5\u3001\u60c5\u666f\u5206\u6790\u538b\u529b\u6d4b\u8bd5\u7b49\u529f\u80fd\u3002\n\n## \u5b89\u88c5\n\n\u5b89\u88c5\u73af\u5883\u63a8\u8350\u57fa\u4e8e4.0.0\u7248\u672c\u4ee5\u4e0a\u7684\u3010[**VeighNa Studio**](https://www.vnpy.com)\u3011\u3002\n\n\u76f4\u63a5\u4f7f\u7528pip\u547d\u4ee4\uff1a\n\n```\npip install vnpy_optionmaster\n```\n\n\n\u6216\u8005\u4e0b\u8f7d\u6e90\u4ee3\u7801\u540e\uff0c\u89e3\u538b\u540e\u5728cmd\u4e2d\u8fd0\u884c\uff1a\n\n```\npip install .\n```\n",
"bugtrack_url": null,
"license": "MIT",
"summary": "Option pricing and trading application for VeighNa quant trading framework.",
"version": "1.2.2",
"project_urls": {
"Changes": "https://github.com/vnpy/vnpy_optionmaster/blob/master/CHANGELOG.md",
"Documentation": "https://www.vnpy.com/docs",
"Forum": "https://www.vnpy.com/forum",
"Homepage": "https://www.vnpy.com",
"Source": "https://github.com/vnpy/vnpy_optionmaster/"
},
"split_keywords": [
"algotrading",
" investment",
" options",
" quant",
" quantitative",
" trading"
],
"urls": [
{
"comment_text": null,
"digests": {
"blake2b_256": "18b6ba2bbd936082b572cdfa5c716f1dee799d8cef7255eec4e2c6e555ffeed4",
"md5": "6d69379f13ca8ec0085df3e2853b938b",
"sha256": "25db160619d5c479edbd8d6008b0ae7064be0335c6dcf16e0613bcde7858dd2a"
},
"downloads": -1,
"filename": "vnpy_optionmaster-1.2.2-py3-none-any.whl",
"has_sig": false,
"md5_digest": "6d69379f13ca8ec0085df3e2853b938b",
"packagetype": "bdist_wheel",
"python_version": "py3",
"requires_python": ">=3.10",
"size": 145772,
"upload_time": "2025-10-21T07:31:34",
"upload_time_iso_8601": "2025-10-21T07:31:34.154161Z",
"url": "https://files.pythonhosted.org/packages/18/b6/ba2bbd936082b572cdfa5c716f1dee799d8cef7255eec4e2c6e555ffeed4/vnpy_optionmaster-1.2.2-py3-none-any.whl",
"yanked": false,
"yanked_reason": null
},
{
"comment_text": null,
"digests": {
"blake2b_256": "3b94bf2da922ea1086520712742a0839db08508f11ad1d48346a7eb537e8f4b6",
"md5": "85d1ac035ce23fc785161237f14e136a",
"sha256": "299dd60e2633f3893bf354a4c17a9706f0a0c3e83ac60e06012ee1b4670c91c8"
},
"downloads": -1,
"filename": "vnpy_optionmaster-1.2.2.tar.gz",
"has_sig": false,
"md5_digest": "85d1ac035ce23fc785161237f14e136a",
"packagetype": "sdist",
"python_version": "source",
"requires_python": ">=3.10",
"size": 144762,
"upload_time": "2025-10-21T07:31:36",
"upload_time_iso_8601": "2025-10-21T07:31:36.241449Z",
"url": "https://files.pythonhosted.org/packages/3b/94/bf2da922ea1086520712742a0839db08508f11ad1d48346a7eb537e8f4b6/vnpy_optionmaster-1.2.2.tar.gz",
"yanked": false,
"yanked_reason": null
}
],
"upload_time": "2025-10-21 07:31:36",
"github": true,
"gitlab": false,
"bitbucket": false,
"codeberg": false,
"github_user": "vnpy",
"github_project": "vnpy_optionmaster",
"travis_ci": false,
"coveralls": false,
"github_actions": true,
"lcname": "vnpy_optionmaster"
}
JSON
