feat(tools): add Options GPS for view-based options decisions#6
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bitloi wants to merge 2 commits intoentrius:mainfrom
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feat(tools): add Options GPS for view-based options decisions#6bitloi wants to merge 2 commits intoentrius:mainfrom
bitloi wants to merge 2 commits intoentrius:mainfrom
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- Forecast fusion (1h/24h) -> Aligned/Countermove/Unclear - Strategy generator: long call/put, debit spreads, iron condor - Payoff engine: PoP and EV from Synth percentiles - Ranking: Best Match, Safer Alternative, Higher Upside - Guardrails: no-trade on conflict or high vol - CLI 4 screens: View Setup, Top Plays, Why This Works, If Wrong - 16 tests (pipeline + Synth client); README per submission requirements
…ardrails - Strategy families: bull put credit spread, bear call credit spread, long call butterfly - Tail risk metric (worst 20% avg loss) and loss profile per card - Forecast confidence from percentile dispersion; no-trade when confidence < 0.25 - Hard guardrails: max-loss cap by risk level, spread-quality checks - Strategy-specific invalidation triggers and reroute rules - View-first fit scoring (user view primary, fusion bonus secondary) - Enforced card semantics: Safer must beat Best on PoP or max_loss; Upside must beat on EV - Structured decision/audit log (JSON) after Screen 4 - ASCII payoff visualization in Screen 3 - 23 tests, all passing
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you're missing demo video |
Author
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I just added the demo video @e35ventura |
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Summary
Options GPS turns a trader's view into one clear options decision. The user provides symbol, market view (bullish / bearish / neutral), and risk tolerance (low / medium / high). The tool uses the Synth API for 1h and 24h prediction percentiles, option pricing, and volatility, then outputs three strategy cards: Best Match, Safer Alternative, and Higher Upside, each with chance of profit, max loss, tail risk, and invalidation/review guidance.
The pipeline: forecast fusion (1h/24h → Aligned/Countermove/Unclear), strategy generation (long call/put, debit/credit spreads, iron condor, butterfly), payoff engine (PoP, EV, tail risk), view-first ranking with guardrails, and a 4-screen CLI (View Setup, Top Plays, Why This Works, If Wrong) plus a JSON decision log.
Technical Document
The 1-page technical document is at
tools/options-gps/README.md. It covers:get_prediction_percentiles,get_option_pricing,get_volatilityRelated Issues
Closes #2 — Options GPS: High-Level System Design
Testing
python -m pytest tools/options-gps/tests/ -v)tools/options-gps/tests/(fusion, strategies, payoff, ranking, guardrails, confidence, Synth client)Unit tests: 23 passed. Manual: CLI run (BTC, neutral, medium) — all screens + decision log; see demo video for full run.
Checklist
tools/options-gps/README.mdtools/synth_client.SynthClientfor all Synth API accessDemo