API Reference

Standard Parameters

All functions defined in this page have the following common parameters:

• data (pandas.DataFrame, required): Pandas DataFrame containing the data to generate calls strategies for
• dte_interval (int, default: 7): An integer representing the exit 'days to expiration' to group generated strategies by
• max_entry_dte (int, default: 180): An integer representing the max days to expiration on entry to consider
• exit_dte (int, default: 0): An integer representing the days to expiration on exit, defaults to exit on expiration date
• otm_pct_interval (float, default: 0.05): A percentage numeral representing the OTM percent to group generated strategies by. (formula: (strike - underlying price) / strike)
• max_otm_pct (float, default: 1.00): Maximum OTM percentage to consider when generating strategy
• min_bid_ask (float, default: 0.05): The smallest bid/ask price to consider on entry. This is generally the price at which the option is considered worthless
• side (str, default: "None"): The side of the strategy to return in output. Possible values are "long", "short"
• drop_nan (bool, default: True): Remove rows where NaN were returned, likely due to insufficient data
• raw (bool, default: False): Return generated trades without grouping by dte_interval and otm_pct_interval. Use this flag to return trades only.

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optopsy.single_calls

Generates all combinations of call strategies on the specified dataset.

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optopsy.single_puts

Generates all combinations of put strategies on the specified dataset.

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optopsy.straddles

Generates all valid combinations of straddles on the specified dataset.

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optopsy.strangles

Generates all valid combinations of strangles on the specified dataset.