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Releases: tastyware/margin-estimator

v0.4.1

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@Graeme22 Graeme22 released this 16 May 20:34

What's Changed

  • less restrictive typing for calculate_margin function

Full Changelog: v0.4...v0.4.1

v0.4

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@Graeme22 Graeme22 released this 15 May 23:59

What's Changed

  • Add the ability to calculate requirements for shares of the underlying and covered shares

Full Changelog: v0.3...v0.4

tastyware/margin-estimator:v0.3

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@Graeme22 Graeme22 released this 08 Jan 23:57

What's Changed

  • Add initial check for opposing quantities (long and short of exact same option) to cancel them out or simplify if multiple present

Full Changelog: v0.2...v0.3

tastyware/margin-estimator:v0.2

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@Graeme22 Graeme22 released this 07 Jan 18:05

What's Changed

  • Now arbitrary complex positions are supported, meaning the library can be used not only for individual trades but also for calculating margin for an entire portfolio of positions
  • More types of trades are supported, like calendar and diagonal spreads
  • Added utility functions Option.from_occ and Option.from_dxfeed to build legs from symbol strings

Full Changelog: v0.1...v0.2

tastyware/margin-estimator:v0.1

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@Graeme22 Graeme22 released this 06 Nov 16:41
0e5abe7

Initial release! Margining for cash and margin accounts for most multi-legged options trades, based on CBOE guidelines.