options-trading-backtester

@user_15292d5a/yjkj-options-trading-backtester

Build and run options strategy backtests in Python. Supports Iron Condor, Strangle, Calendar Spread, Vertical Credit Spread. Tests against historical data with realistic slippage, commission ($0.65/contract), and IV crush modeling. Outputs Sharpe ratio, win rate, max drawdown, expectancy, and equity curve. Use when user asks to backtest an options strategy, test a config, or analyze trade history.

v1.0.0