Short put spreads have wrong ratios assigned

michaelchu / optopsy

A nimble options backtesting library for Python

https://github.com/michaelchu/optopsy/wiki

GNU General Public License v3.0

1k stars 160 forks source link

Closed michaelchu closed 6 years ago

michaelchu commented 6 years ago

Short put spread strategies should have a buy leg on the lower strike, and a sell leg on the higher strike.

Currently it is the opposite.