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This release contains the following updates:

• Added support for vertical spreads
• Various fixes and code improvements

This release contains the library rewritten from ground up with a new backtesting algorithm to better test option strategies. This new version focuses on generating statistics on the performance of option strategies across all entry parameter combinations so that all entry/exit parameters can be analyzed and compared. It is designed to be lightweight, so that further analysis can be made from the library results as needed.

Currently this library supports generating backtest statistics for:

• Calls/Puts
• Straddles/Strangles

This version adds

• support for Straddles and Strangles
• new "raw" parameter to return list of trades without aggregation

This release contains the initial rewritten library from ground up with a new backtesting algorithm to better test option strategies. Currently supports backtesting calls/puts strategies.

This version contains updated sample file to reflect the new way of composing filters for option strategies.

• Implemented Iron Condor Strategy
• Fixed inaccurate entry/exit option prices for market orders
• Added Numpy to requirements.txt
• Various code improvements and bug fixes

This release addresses:

• Fixed incorrect ratios applied to short put spreads
• Fixed incorrect trade numbers by option strategy for results

• Single and batch CSV file import
• Support for: Long/Short Single Options, Long/Short Vertical Spreads
• Entry by absolute deltas and days to expiration
• Exits by days to expiration and expiry date