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Comment by kyleloomis

Finstruments is an instrument definition library, meaning that you can build the specifications of an instrument. Currently, this library is primarily useful for serialization and deserialization to and from JSON, but it can also be used for backtesting, option payoffs, tracking portfolio P&L, risk management, API integration, and document storage.

Regarding the Portfolio class, I opted to distinguish trades from positions. This is useful for tracking and organizational purposes. For example, if you enter into a straddle, it's useful to combine the put and call into one "trade" instead of just a bunch of random positions.

This is a very early work-in-progress, so I would suggest checking back in over the coming weeks for additional instruments and usage details.

parent kyleloomis 2 years ago

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