Feat/option engine

__init__.py

@@ -75,18 +75,21 @@
     validate_walkforward_strategy_output,
     walkforward_support_matrix,
 )
-from .engines import BacktestEngineV2, EventDrivenBacktestEngine, PortfolioBacktestEngine
+from .engines import BacktestEngineV2, EventDrivenBacktestEngine, OptionBacktestEngine, PortfolioBacktestEngine
 from .backends   import (
     NativeEventBackend,
     NativeEventConfig,
+    NativeOptionBackend,
+    NativeOptionConfig,
     NativePortfolioBackend,
     NativePortfolioConfig,
     NativeVectorizedBackend,
     NativeVectorizedConfig,
+    OptionSettlementEvent,
 )
 from .adapters.nautilus import NautilusBacktestEngine
 from .core.types import BacktestResult
-from .core.results import BacktestResultV2
+from .core.results import BacktestResultV2, OptionBacktestResult
 from .core.orders import BasketIntent, Fill, OrderIntent, Trade
 from .core.basket import FrozenBasketPlan, build_frozen_basket_orders
 from .core.execution_depth import (
@@ -175,6 +178,104 @@
     portfolio_capability_matrix,
     validate_portfolio_result_contract,
 )
+from .options import (
+    CANONICAL_OPTION_CHAIN_COLUMNS,
+    ExerciseStyle,
+    ExternalOptionMarginValidator,
+    GammaScalpingConfig,
+    HedgeDecision,
+    HedgePathResult,
+    IVStatus,
+    ImpliedVolResult,
+    InstrumentRegistrySignature,
+    OptionDecisionFillPolicy,
+    OptionDepthFidelity,
+    OptionExecutionConfig,
+    OptionFeeResult,
+    OptionFeeSchedule,
+    OptionGreeks,
+    OptionHedgeConfig,
+    OptionHedgePolicyType,
+    OptionInstrumentRegistry,
+    OptionInstrumentSpec,
+    OptionKind,
+    OptionLimitFidelity,
+    OptionLiquidationAudit,
+    OptionMarginConfig,
+    OptionMarginModel,
+    OptionMarginRequirement,
+    OptionPackageExecutionPolicy,
+    OptionPackageExecutionResult,
+    OptionPackageIntent,
+    OptionPackageLeg,
+    OptionLedger,
+    OptionPosition,
+    OptionPreparedRunCache,
+    OptionSelection,
+    OptionSelectionFilters,
+    OptionSettlementRepresentation,
+    OptionSettlementResult,
+    OptionStrategyRun,
+    OptionTapeSignature,
+    OptionVenueConvention,
+    PremiumConvention,
+    PreparedOptionTape,
+    SettlementStyle,
+    SurfaceDiagnostics,
+    TotalVarianceSurface,
+    YEAR_NS,
+    available_option_rows,
+    binance_european_options_convention,
+    black76_intrinsic,
+    black76_parity_residual,
+    black76_parity_value,
+    black76_price,
+    build_gamma_scalping_strategy_run,
+    butterfly,
+    calculate_option_fee,
+    calculate_option_margin,
+    calendar,
+    collar,
+    compile_option_package_orders,
+    condor,
+    covered_call,
+    deribit_inverse_option_convention,
+    deribit_inverse_fee_schedule,
+    deribit_linear_usdc_option_convention,
+    deribit_linear_usdc_fee_schedule,
+    implied_vol_black76,
+    implied_vol_inverse_black76_base,
+    inverse_black76_greeks_base,
+    inverse_black76_greeks_quote,
+    inverse_black76_intrinsic_base,
+    inverse_black76_parity_residual_base,
+    inverse_black76_parity_value_base,
+    inverse_black76_price_base,
+    linear_black76_greeks,
+    compute_net_option_delta,
+    execute_option_package,
+    hedge_decision,
+    liquidate_option_positions,
+    long_call,
+    long_put,
+    option_expiry_payoff_per_unit,
+    option_package_cache_key,
+    prepare_option_tape,
+    risk_reversal,
+    run_delta_hedge_path,
+    scale_greeks_to_reporting_currency,
+    select_atm_option,
+    select_target_delta_option,
+    select_target_dte_option,
+    select_target_moneyness_option,
+    settle_option_expiry,
+    short_call,
+    short_put,
+    straddle,
+    strangle,
+    vertical,
+    validate_option_chain_frame,
+)
 
 from .metrics import (
     full_report,
@@ -190,6 +291,9 @@
     profit_factor,
     rolling_sharpe,
     rolling_drawdown,
+    option_attribution_report,
+    option_report_bundle,
+    option_run_manifest,
 )
 
 from .viz import quick_plot, tearsheet, apply_theme
@@ -223,10 +327,15 @@
     "NautilusBacktestEngine",
     "NativeEventBackend",
     "NativeEventConfig",
+    "NativeOptionBackend",
+    "NativeOptionConfig",
     "NativePortfolioBackend",
     "NativePortfolioConfig",
     "NativeVectorizedBackend",
     "NativeVectorizedConfig",
+    "OptionBacktestEngine",
+    "OptionBacktestResult",
+    "OptionSettlementEvent",
     "NautilusExecutionDepthConfig",
     "PackageDepthPreflightResult",
     "PortfolioBacktestEngine",
@@ -237,6 +346,105 @@
     "QuantBTEndpoint",
     "QuantBTPreparedContext",
     "format_metrics_report",
+    "CANONICAL_OPTION_CHAIN_COLUMNS",
+    "ExerciseStyle",
+    "ExternalOptionMarginValidator",
+    "GammaScalpingConfig",
+    "HedgeDecision",
+    "HedgePathResult",
+    "IVStatus",
+    "ImpliedVolResult",
+    "InstrumentRegistrySignature",
+    "OptionDecisionFillPolicy",
+    "OptionDepthFidelity",
+    "OptionExecutionConfig",
+    "OptionFeeResult",
+    "OptionFeeSchedule",
+    "OptionGreeks",
+    "OptionHedgeConfig",
+    "OptionHedgePolicyType",
+    "OptionInstrumentRegistry",
+    "OptionInstrumentSpec",
+    "OptionKind",
+    "OptionLimitFidelity",
+    "OptionLiquidationAudit",
+    "OptionMarginConfig",
+    "OptionMarginModel",
+    "OptionMarginRequirement",
+    "OptionPackageExecutionPolicy",
+    "OptionPackageExecutionResult",
+    "OptionPackageIntent",
+    "OptionPackageLeg",
+    "OptionLedger",
+    "OptionPosition",
+    "OptionPreparedRunCache",
+    "OptionSelection",
+    "OptionSelectionFilters",
+    "OptionSettlementRepresentation",
+    "OptionSettlementResult",
+    "OptionStrategyRun",
+    "OptionTapeSignature",
+    "OptionVenueConvention",
+    "PremiumConvention",
+    "PreparedOptionTape",
+    "SettlementStyle",
+    "SurfaceDiagnostics",
+    "TotalVarianceSurface",
+    "YEAR_NS",
+    "available_option_rows",
+    "binance_european_options_convention",
+    "black76_intrinsic",
+    "black76_parity_residual",
+    "black76_parity_value",
+    "black76_price",
+    "build_gamma_scalping_strategy_run",
+    "butterfly",
+    "calculate_option_fee",
+    "calculate_option_margin",
+    "calendar",
+    "collar",
+    "compile_option_package_orders",
+    "condor",
+    "covered_call",
+    "deribit_inverse_option_convention",
+    "deribit_inverse_fee_schedule",
+    "deribit_linear_usdc_option_convention",
+    "deribit_linear_usdc_fee_schedule",
+    "implied_vol_black76",
+    "implied_vol_inverse_black76_base",
+    "inverse_black76_greeks_base",
+    "inverse_black76_greeks_quote",
+    "inverse_black76_intrinsic_base",
+    "inverse_black76_parity_residual_base",
+    "inverse_black76_parity_value_base",
+    "inverse_black76_price_base",
+    "linear_black76_greeks",
+    "long_call",
+    "long_put",
+    "compute_net_option_delta",
+    "execute_option_package",
+    "hedge_decision",
+    "liquidate_option_positions",
+    "option_expiry_payoff_per_unit",
+    "option_package_cache_key",
+    "prepare_option_tape",
+    "risk_reversal",
+    "run_delta_hedge_path",
+    "scale_greeks_to_reporting_currency",
+    "select_atm_option",
+    "select_target_delta_option",
+    "select_target_dte_option",
+    "select_target_moneyness_option",
+    "settle_option_expiry",
+    "short_call",
+    "short_put",
+    "straddle",
+    "strangle",
+    "vertical",
+    "validate_option_chain_frame",
+    "option_attribution_report",
+    "option_report_bundle",
+    "option_run_manifest",
     "LEGACY_PORTFOLIO_MODES",
     "LEGACY_PORTFOLIO_SIZING_MODES",
     "NATIVE_PORTFOLIO_ROADMAP_SIZING_MODES",

adapters/nautilus/__init__.py

@@ -14,6 +14,14 @@
     timeframe_to_nautilus,
 )
 from .reports import result_from_nautilus_reports
+from .options import (
+    NautilusOptionValidationConfig,
+    NautilusOptionValidationResult,
+    build_nautilus_option_quote_table,
+    inspect_nautilus_option_support,
+    make_nautilus_option_instrument,
+    validate_option_packages_with_nautilus,
+)
 
 __all__ = [
     "NautilusBackendConfig",
@@ -23,6 +31,12 @@
     "make_binance_perpetual",
     "normalize_binance_perp_symbol",
     "result_from_nautilus_reports",
+    "NautilusOptionValidationConfig",
+    "NautilusOptionValidationResult",
+    "build_nautilus_option_quote_table",
+    "inspect_nautilus_option_support",
+    "make_nautilus_option_instrument",
     "supported_binance_perpetuals",
     "timeframe_to_nautilus",
+    "validate_option_packages_with_nautilus",
 ]