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OptionChainAnalytics 2.0.0

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@ArturSepp ArturSepp released this 16 Aug 09:04
· 91 commits to main since this release
v2.0.0
3125127

OptionChainAnalytics 2.0.0

This release establishes OCA as the open point-in-time option-chain data layer for quantitative
research and empirical replication.

Highlights

  • deterministic simulated option panels for offline tests, examples, and visualisations;
  • point-in-time chain reconstruction and documented no-look-ahead conventions;
  • SPX/VIX Vlad fitted-chain mapping into OptionsDataDFs;
  • corrected NearestStrikeOnGrid.BELOW/ABOVE behavior;
  • src/ packaging, optional provider extras, Python 3.14 CI, and audited wheel/sdist contents;
  • task-oriented documentation, citation metadata, and MIT licensing.

Python 3.14 or newer is required. Historical option_chain_analytics.data.chain_ts, .config,
and .chain_loader_from_ts imports remain available as compatibility modules.

No proprietary or licensed empirical dataset is distributed. The public first-success workflow
uses deterministic synthetic data and requires no credentials or network access.

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