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v0.26.1

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@github-actions github-actions released this 09 Jun 14:39
v0.26.1
80cee0c

  • Added a static Treasury risk-free-rate curve and wired Black-Scholes defaults, option strategy mark/Greeks, and probability calculations to use term-specific rates.

  • Added matching TypeScript rate exports for @alpaca/option.

  • Reworked OptionStrat URL imports to use URL premiums as IV calculation inputs and repair per-leg IV/Greeks with explicit pricing references.

  • Preserved caller-supplied option valuation spot prices while mapping live snapshots, only fetching missing symbols through the IV calculation price source.

  • Added SMH diagonal fixed-IV payoff regression coverage.

  • Fixed non-regular option valuation stock prices to fetch completed trading-day closes from SIP regular-session bars, avoiding BOATS overnight daily timestamps being filtered out as the wrong date.

  • Added AlpacaData::get_prices_for_iv_calculation as the single Decimal stock-price source for IV and Greeks calculation, using realtime stock snapshots during regular sessions and one batched daily-bars request outside regular sessions.

  • Reworked facade option snapshot mapping so underlying spot references flow through Decimal maps and only convert to f64 at the alpaca-option pricing boundary.

  • Changed option market data mirror Greeks and implied volatility to deserialize as finite f64 values instead of Decimal, keeping fixed-precision decimals for prices and cash-like fields.

  • Aligned alpaca-facade option snapshot fallback pricing so repaired IV and Greeks use explicit pricing references: regular-session repair uses realtime stock snapshots, while non-regular repair uses the latest stock daily-bar close at the last completed trading-day close timestamp.

  • Documented the new pricing-reference helpers and daily-bars-only non-regular close behavior.

  • Raised the repository Rust toolchain, workspace rust-version, and GitHub Actions Rust setup to 1.96.0.

  • Normalized Execution order prices to two decimal places for limit, dynamic-limit, and dynamic-market flows before submission or progress reporting.

  • Updated OptionStrat URL helpers to accept signed short quantities such as .IWM260605C285x-2@0.9 while preserving legacy -.CONTRACTx2 parsing.

  • Changed generated short option-leg fragments to the signed-quantity form .CONTRACTx-2@... in the Rust and TypeScript helpers.

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