Optopsy Files

Highlights (since v2.2.x)

• Trade Simulator — chronological simulation with capital tracking, position limits, and equity curves
• Portfolio Simulation — weighted multi-strategy backtesting via simulate_portfolio()
• Early Exits — stop-loss, take-profit, and max-hold-days rules
• 80+ Entry Signals — RSI, MACD, Bollinger Bands, EMA, ATR, IV Rank, and more
• Custom Signals — drive entries from any DataFrame with a boolean flag column
• Risk Metrics — Sharpe, Sortino, VaR, CVaR, Calmar, Omega, tail ratio
• Slippage Modeling — mid, spread, liquidity-based, or per-leg slippage
• Commissions — per-contract, base fee, and min fee structures
• Data CLI — optopsy-data for downloading and caching market data
• Plugin System — extend with custom strategies, signals, and data providers