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

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.
This commit is contained in:
porcelaincode
2026-03-07 06:37:31 +05:30
parent 997e234a85
commit c9451069d8
10 changed files with 51 additions and 9 deletions
+1 -1
View File
@@ -46,7 +46,7 @@ from raptorbt._raptorbt import (
rolling_max,
)
__version__ = "0.3.3"
__version__ = "0.3.4"
__all__ = [
# Config classes
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