Add Optra to Trading & Backtesting (#793)

Co-authored-by: Wilson Freitas <wilson.freitas@gmail.com>

README.md

@@ -273,6 +273,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [PyLOB](https://github.com/DrAshBooth/PyLOB) - `Python` - Fully functioning fast Limit Order Book written in Python.
 - [PyBroker](https://github.com/edtechre/pybroker) - `Python` - Algorithmic Trading with Machine Learning.
 - [OctoBot Script](https://github.com/Drakkar-Software/OctoBot-Script) - `Python` - A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading.
+- [Optra](https://github.com/DuFanYin/optra) - `C++` `Python` - Options trading system: one event-driven engine for backtesting and live trading on Interactive Brokers, with pricing, volatility and risk research tools.
 - [hftbacktest](https://github.com/nkaz001/hftbacktest) - `Python` - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
 - [orderflow-metrics](https://github.com/twowaymind/orderflow-metrics) - `TypeScript` `Python` - Dependency-free market-microstructure metrics: order-flow imbalance (OFI), VPIN, information-driven bars, realized volatility / covariance / beta, market impact, Kyle's lambda, trade-sign classification, and limit-order-book reconstruction. Same API in TypeScript (npm) and Python (PyPI).
 - [flashalpha-fill-simulator](https://github.com/FlashAlpha-lab/flashalpha-fill-simulator) - `Python` - Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a patient-then-cross exit; engine-agnostic and zero runtime dependencies.