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feat: add option settlement handling and single-leg spread types, bump to 0.3.4

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Add settlement logic for option expiry with Settlement exit reason, leg_expiry_timestamps parameter for per-leg expiry tracking, and new single-leg spread types (LongCall, LongPut, NakedCall, NakedPut). Positions are force-closed at settlement with premiums replaced by intrinsic value, and re-entry is prevented after all legs expire.
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porcelaincode
2026-03-07 06:37:31 +05:30
parent 997e234a85
commit c9451069d8
10 changed files with 51 additions and 9 deletions
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Cargo.toml
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@@ -1,6 +1,6 @@
[package]
name = "raptorbt"
version = "0.3.3"
version = "0.3.4"
edition = "2021"
description = "High-performance Rust backtesting engine with Python bindings. Drop-in VectorBT replacement with up insanely faster performance at fractional memory footprint."
authors = ["Alphabench <contact@alphabench.in>"]