Add Real Options Chain Data Support and Comprehensive Model Backtesting#1
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ankitdutta428 merged 2 commits intomainfrom Feb 3, 2026
Merged
Add Real Options Chain Data Support and Comprehensive Model Backtesting#1ankitdutta428 merged 2 commits intomainfrom
ankitdutta428 merged 2 commits intomainfrom
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This PR is good to merge since it has passed all the tests. |
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Summary
This PR adds support for fetching real options chain data from Yahoo Finance and enhances the comprehensive backtest example to test all available deep learning models with real market data.
Changes
( finlearner/data.py )Added
DataLoader.download_options_chain(ticker, expiration=None)method that returns:Call and put options DataFrames with bid/ask, strike, volume, open interest, implied volatility
Current underlying price
Selected and available expiration dates
( examples/examples-python/10_comprehensive_backtest.py )( examples/examples-python/11_options_backtest.py )( finlearner/models.py )Testing
Notes