v2.3.0b4

What's New

New Strategies

• 10 retail-friendly strategies — cash-secured put, collar, covered call, protective put, and more are now first-class strategies (#207)

Core Engine

• Per-leg delta targeting — select strikes by delta with target, min, max per leg (#179)
• P&L-based early exits — stop-loss and take-profit rules for automatic position management (#190)
• Max hold days — max_hold_days parameter for time-based early exits (#201)
• Commission modeling — per-contract, base fee, and min fee structures (#188)
• Per-leg slippage — configure slippage independently for each leg (#203)
• Portfolio simulation — weighted multi-strategy, multi-symbol portfolio backtesting via simulate_portfolio() (#202)
• Actual stock data for covered strategies — covered calls and protective puts now use real stock prices via yfinance (#183)
• Stock exit date alignment — stock exit dates now align with actual option exit quote dates (#199)
• 80+ entry signals — expanded to support all pandas-ta-classic indicators (#189)
• Migrated to pandas-ta-classic — replaced unmaintained pandas-ta fork (#184)

AI Chat UI

• Delta targeting, early exits, and commissions in agent tools — the chat agent can now use all new core features (#206)
• Collapsed tool steps — tool call details are grouped into a single dropdown for cleaner chat history (#208)
• Session summarizer — summarize_session tool for recapping analysis sessions (#204)
• Pluggable auth — extend authentication via optopsy.auth entry points (#178)
• UI theming — brand colors, favicon, and dark mode support (#177)

Bug Fixes

• Fix single-leg pct_change sign calculation (#185)
• Apply slippage model to stock-backed covered strategies (#200)

Docs & README

• Updated documentation for all new features
• Reorganized README with Installation section moved below Features