Add SPY Options Trading Tool with Real-time Learning #1386
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Built a comprehensive SPY options trading system featuring: Core Components: - Options data processor with Greeks calculation (Delta, Gamma, Theta, Vega, Rho) - Advanced feature engineer with 50+ technical indicators - SPY options trading environment for RL training - CAGR-based multi-timeframe optimizer (1m, 5m, 15m, 1h, 1d) - Continuous learning agent using PPO (Proximal Policy Optimization) - Real-time trading tool with minute-by-minute updates - Comprehensive performance tracking and visualization Key Features: ✅ Self-learning from every trade ✅ Options Greeks analysis for optimal strike selection ✅ Multi-indicator signals (RSI, MACD, Bollinger, ATR, ADX, etc.) ✅ Price target predictions (upside, downside, expected) ✅ Adaptive timeframe selection based on CAGR ✅ Risk metrics (Sharpe, Sortino, Calmar ratios) ✅ Equity curve, drawdown, and returns visualization ✅ Trade-by-trade logging and analysis ✅ Model persistence and incremental updates Files Added: - finrl/meta/preprocessor/options_processor.py - finrl/meta/preprocessor/spy_feature_engineer.py - finrl/meta/env_options_trading/env_spy_options.py - spy_trading_tool/timeframe_optimizer.py - spy_trading_tool/learning_agent.py - spy_trading_tool/spy_trader.py - spy_trading_tool/performance_tracker.py - spy_trading_tool/config.py - spy_trading_tool/README.md - spy_trading_tool/requirements.txt - spy_trading_tool/example_usage.py The system continuously learns from trades, optimizes across multiple timeframes, and provides intelligent trading signals with price targets. Perfect for SPY options trading with real-time adaptation.
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Built a comprehensive SPY options trading system featuring:
Core Components:
Key Features:
✅ Self-learning from every trade
✅ Options Greeks analysis for optimal strike selection ✅ Multi-indicator signals (RSI, MACD, Bollinger, ATR, ADX, etc.) ✅ Price target predictions (upside, downside, expected) ✅ Adaptive timeframe selection based on CAGR
✅ Risk metrics (Sharpe, Sortino, Calmar ratios)
✅ Equity curve, drawdown, and returns visualization ✅ Trade-by-trade logging and analysis
✅ Model persistence and incremental updates
Files Added:
The system continuously learns from trades, optimizes across multiple timeframes, and provides intelligent trading signals with price targets. Perfect for SPY options trading with real-time adaptation.