Backtest options strategies on end-of-day chains

[iamsaquib8]

An idea, not planned yet. Backtest strategies like short straddles or iron condors on historical end-of-day option chains, with costs. The hard part is data: free historical option chains for NSE are scarce and NSE's terms restrict automated collection. Explore whether a user-supplied data file (for example, NSE bhavcopy downloads they fetch themselves) is enough. Comment if you would use this.

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Moved from issue #273 to keep the issue tracker for scheduled work. Upvote or comment if you would use this; ideas with demand go back on the roadmap.