py-vollib-options-pricing

name	py-vollib-options-pricing
description	使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。触发场景：(1) 用户要计算某期权的理论价格；(2) 用户要计算期权的希腊字母值（delta、gamma 等）；(3) 用户要回测基于期权定价的策略。
license	Proprietary. See LICENSE.txt in project root.
compatibility	Designed for Doramagic-host ecosystem (Claude Code / openclaw / Cursor). Requires Python 3.12+ with uv package manager.
metadata	{"version":"v6.1","blueprint_id":"finance-bp-127","compiled_at":"2026-04-22T13:01:03.585888+00:00","capability_markets":"global","capability_activities":"derivatives-pricing","sop_version":"crystal-compilation-v6.1"}

Local Context Review

python scripts/_handler.py is a local diagnostics helper for the py-vollib-options-pricing skill. It may inspect env. Disclose the fields it reads, keep the output local, and run it only when the user asks for diagnostics or troubleshooting.

py-vollib-options-pricing

I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (1 total)

Sphinx Documentation Configuration for py_vollib (UC-101)

Configures automated documentation generation for the py_vollib options pricing library, enabling consistent API documentation, code examples, and cov Triggers: documentation, sphinx, api docs

Install

# One-time setup before first use
bash scripts/install.sh

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

• Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
• Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
• Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
• Time range: start_timestamp and end_timestamp for backtest period
• Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

ID	Rule	On Violation
SL-01	Execute sell orders before buy orders in every trading cycle	halt
SL-02	Trading signals MUST use next-bar execution (no look-ahead)	halt
SL-03	Entity IDs MUST follow format entity_type_exchange_code	halt
SL-04	DataFrame index MUST be MultiIndex (entity_id, timestamp)	halt
SL-05	TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount	halt
SL-06	filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION	halt
SL-07	Transformer MUST run BEFORE Accumulator in factor pipeline	halt
SL-08	MACD parameters locked: fast=12, slow=26, signal=9	halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (15 total)

• AP-DERIVATIVES-PRICING-001: Instrument NPV called without attached pricing engine
• AP-DERIVATIVES-PRICING-002: BSM forward price ignores dividend yield
• AP-DERIVATIVES-PRICING-003: Negative discount factors passed to log-domain interpolation

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-127. Evidence verify ratio = 54.8% and audit fail total = 10. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

File	Contents	When to Load
references/seed.yaml	V6+ 全量权威 (source-of-truth)	有行为/决策争议时必读
references/ANTI_PATTERNS.md	15 条跨项目反模式	开始实现前
references/WISDOM.md	跨项目精华借鉴	架构决策时
references/CONSTRAINTS.md	domain + fatal 约束	规则冲突时
references/USE_CASES.md	全量 KUC-* 业务场景	需要完整示例时
references/LOCKS.md	SL-* + preconditions + hints	生成回测/交易代码前
references/COMPONENTS.md	AST 组件地图（按 module 拆分）	查 API 时

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Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-127 blueprint at 2026-04-22T13:01:03.585888+00:00. See human_summary.md for non-technical overview.