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v2.3.0b5

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@michaelchu michaelchu released this 27 Feb 20:30
· 28 commits to main since this release

What's New

underlying_price is now optional

  • csv_data() no longer requires an underlying_price column — only underlying_symbol, option_type, expiration, quote_date, strike, bid, ask, and delta are needed
  • TA-based signals (RSI, Bollinger, MACD, etc.) now require a close column in stock data rather than falling back to underlying_price
  • apply_signal() auto-merges Yahoo Finance stock prices when the options data lacks a price column, so IV rank and other price-based signals work out of the box

Standalone data CLI (optopsy-data)

  • New optopsy-data CLI for downloading and caching historical options data
  • optopsy-data symbols command to list available symbols [EODHD only]
  • optopsy-data download SPY -s flag to download stock prices alongside options
  • optopsy-data cache subcommand for cache management (size, clear)

Revamped sample files

  • Replaced 12 repetitive examples with 5 progressive samples covering the full API: basic strategies, signal composition, simulation with risk management, portfolio backtesting, and strategy comparison

Documentation

  • New MkDocs documentation site with auto-deploy on push
  • Updated docs to reflect the optional underlying_price architecture