Dashboard / Repos / Options Portfolio Backtester

Options Portfolio Backtester

C+ 72 completed
Library
monorepo / python · small
179
Files
28,971
LOC
1
Frameworks
5
Languages
OverviewFiles & MetricsGit ActivityCall GraphSecurityReports

Pipeline State

completed
Run ID
#353649
Phase
done
Progress
1%
Started
Finished
2026-04-13 01:31:02
LLM tokens
0

Pipeline Metadata

Stage
Cataloged
Decision
proceed
Novelty
58.80
Framework unique
—
Isolation
—
Last stage change
2026-05-10 03:35:31
Deduplication group #52059
Member of a group with 20 similar repo(s) — canonical #2304 view group →
Top concepts (2)
Project DescriptionTesting
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AI Prompt

Create a comprehensive, open-source backtesting framework specifically for options, equities, and multi-asset portfolios. I need it to be a superset of existing tools, featuring a high-performance core written in Rust. Key features must include full options Greeks chain calculation, support for multi-leg strategies like iron condors and butterflies, and advanced execution modeling with multiple cost and fill models. The framework should also incorporate advanced risk management like pre-trade gating using constraints such as `MaxDelta` and `MaxVega`, and provide rich analytics like profit factor and tearsheet export to CSV or Markdown.
python rust backtesting options finance portfolio quant pytest monorepo
Generated by gemma4:latest

Catalog Information

This project is a tool for testing and evaluating investment strategies in the options market.

Description

Options Portfolio Backtester is an open-source framework designed to facilitate the backtesting of options trading strategies. It allows users to evaluate the performance of their portfolios under various market conditions, providing insights into potential gains and losses. The framework utilizes popular data science libraries such as NumPy, pandas, and matplotlib for efficient data analysis and visualization.

الوصف

هذا الإطار العمل مفتوح المصدر مصمم لتمكين الاختبار والتقييم لل استراتيجيات التداول في الأسواق الخيارات. يسمح للمستخدمين بتقدير أداء محفظاتهم تحت ظروف سوقية مختلفة، مما يوفر فهمًا في المحتمل من الأرباح والخسائر. يستخدم الإطار العمل مكتبات العلوم البيانية الشهيرة مثل NumPy و pandas و matplotlib لتحليل البيانات وتقديمها بفاعلية.

Novelty

5/10

Tags

options-trading portfolio-backtesting investment-strategies market-analysis data-visualization

Technologies

matplotlib numpy pandas

Claude Models

claude-opus-4.6

Quality Score

C+
72.2/100
Structure
78
Code Quality
73
Documentation
61
Testing
85
Practices
56
Security
80
Dependencies
60

Strengths

  • CI/CD pipeline configured (github_actions)
  • Good test coverage (60% test-to-source ratio)
  • Code linting configured (ruff (possible))
  • Consistent naming conventions (snake_case)
  • Properly licensed project

Weaknesses

  • 1440 duplicate lines detected \u2014 consider DRY refactoring
  • 4 'god files' with >500 LOC need decomposition

Security & Health

8.6h
Tech Debt (A)
A
OWASP (100%)
PASS
Quality Gate
A
Risk (1)
All rows scored by the Repobility analyzer (https://repobility.com)
MIT
License
7.6%
Duplication
Full Security Report AI Fix Prompts SARIF SBOM

Languages

python
79.6%
rust
17.7%
markdown
2.2%
toml
0.4%
yaml
0.1%

Frameworks

pytest

Concepts (2)

Open methodology · Repobility · https://repobility.com/research/
CategoryNameDescriptionConfidence
All rows scored by the Repobility analyzer (https://repobility.com)
auto_descriptionProject DescriptionOptions Portfolio Backtester ============================80%
auto_categoryTestingtesting70%

Quality Timeline

1 quality score recorded.

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