margin-estimator 0.1__tar.gz

margin_estimator-0.1/.github/workflows/publish.yml

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+name: Publish Python distribution to PyPI
+
+on:
+  release:
+    types: [created]
+
+jobs:
+  build:
+    name: Build distribution
+    runs-on: ubuntu-latest
+
+    steps:
+    - uses: actions/checkout@v4
+    - name: Set up Python
+      uses: actions/setup-python@v5
+      with:
+        python-version: "3.x"
+    - name: Install pypa/build
+      run: >-
+        python3 -m
+        pip install
+        build
+        --user
+    - name: Build a binary wheel and a source tarball
+      run: python3 -m build
+    - name: Store the distribution packages
+      uses: actions/upload-artifact@v4
+      with:
+        name: python-package-distributions
+        path: dist/
+
+  publish-to-pypi:
+    name: >-
+      Publish Python distribution to PyPI
+    needs:
+    - build
+    runs-on: ubuntu-latest
+    environment:
+      name: pypi
+      url: https://pypi.org/p/margin-estimator
+    permissions:
+      id-token: write  # IMPORTANT: mandatory for trusted publishing
+
+    steps:
+    - name: Download all the dists
+      uses: actions/download-artifact@v4
+      with:
+        name: python-package-distributions
+        path: dist/
+    - name: Publish distribution to PyPI
+      uses: pypa/gh-action-pypi-publish@release/v1

margin_estimator-0.1/.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/latest/usage/project/#working-with-version-control
+.pdm.toml
+.pdm-python
+.pdm-build/
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/

margin_estimator-0.1/.python-version

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+3.11

margin_estimator-0.1/LICENSE

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+MIT License
+
+Copyright (c) 2024 tastyware
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

margin_estimator-0.1/PKG-INFO

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+Metadata-Version: 2.3
+Name: margin-estimator
+Version: 0.1
+Summary: Calculate estimated margin requirements for equities, options, futures, and futures options. Based on CBOE and CME margining.
+Project-URL: Homepage, https://github.com/tastyware/margin-estimator
+Author-email: Graeme Holliday <graeme.holliday@pm.me>
+License: MIT License
+        
+        Copyright (c) 2024 tastyware
+        
+        Permission is hereby granted, free of charge, to any person obtaining a copy
+        of this software and associated documentation files (the "Software"), to deal
+        in the Software without restriction, including without limitation the rights
+        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+        copies of the Software, and to permit persons to whom the Software is
+        furnished to do so, subject to the following conditions:
+        
+        The above copyright notice and this permission notice shall be included in all
+        copies or substantial portions of the Software.
+        
+        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+        SOFTWARE.
+License-File: LICENSE
+Requires-Python: >=3.11
+Requires-Dist: pydantic>=2.9.2
+Description-Content-Type: text/markdown
+
+# margin-estimator
+Calculate estimated margin requirements for equities, options, futures, and futures options. Based on CBOE and CME margining.
+
+> [!NOTE]
+> Not all features are available yet, pending further development.
+> Currently, equity/ETF/index options are supported, for any trade
+> type other than ratio spreads, box spreads, and jaze lizards.
+> Contributions welcome!
+
+## Installation
+
+```console
+$ pip install margin_estimator
+```
+
+## Usage
+
+Simply pass a list of legs to the `calculate_margin` function along with an `Underlying` object containing information on the underlying, and you'll get back margin requirement estimates for cash and margin accounts!
+
+```python
+from datetime import date
+from decimal import Decimal
+from margin_estimator import (
+    ETFType,
+    Option,
+    OptionType,
+    Underlying,
+    calculate_margin,
+)
+
+# a SPY iron condor
+# make sure to pass `ETFType.BROAD` for broad-based indices
+underlying = Underlying(price=Decimal("587.88"), etf_type=ETFType.BROAD)
+expiration = date(2024, 12, 20)
+long_put = Option(
+    expiration=expiration,
+    price=Decimal("4.78"),
+    quantity=1,
+    strike=Decimal(567),
+    type=OptionType.PUT,
+)
+short_put = Option(
+    expiration=expiration,
+    price=Decimal("5.61"),
+    quantity=-1,
+    strike=Decimal(572),
+    type=OptionType.PUT,
+)
+short_call = Option(
+    expiration=expiration,
+    price=Decimal("5.23"),
+    quantity=-1,
+    strike=Decimal(602),
+    type=OptionType.CALL,
+)
+long_call = Option(
+    expiration=expiration,
+    price=Decimal("3.68"),
+    quantity=1,
+    strike=Decimal(607),
+    type=OptionType.CALL,
+)
+margin = calculate_margin(
+    [long_put, short_put, long_call, short_call], underlying
+)
+print(margin)
+```
+
+```python
+>>> cash_requirement=Decimal('262.00') margin_requirement=Decimal('262.00')
+```
+
+For normal equities you can omit the `etf_type` parameter:
+
+```python
+# a short F put
+underlying = Underlying(price=Decimal("11.03"))
+expiration = date(2024, 12, 20)
+put = Option(
+    expiration=expiration,
+    price=Decimal("0.45"),
+    quantity=-1,
+    strike=Decimal(11),
+    type=OptionType.PUT,
+)
+margin = calculate_margin([put], underlying)
+print(margin)
+```
+
+```python
+>>> cash_requirement=Decimal('1055.00') margin_requirement=Decimal('263.00')
+```
+
+And for leveraged products, you'll need to pass in the `leverage_factor`:
+
+```python
+# a naked TQQQ call
+underlying = Underlying(
+    price=Decimal("77.35"),
+    etf_type=ETFType.BROAD,
+    leverage_factor=Decimal(3),
+)
+expiration = date(2024, 12, 20)
+call = Option(
+    expiration=expiration,
+    price=Decimal("4.45"),
+    quantity=-1,
+    strike=Decimal(80),
+    type=OptionType.CALL,
+)
+margin = calculate_margin([call], underlying)
+print(margin)
+```
+
+```python
+>>> cash_requirement=Decimal('7555.00') margin_requirement=Decimal('3661.00')
+```
+
+Please note that all numbers are baseline estimates based on CBOE/CME guidelines and individual broker margins will likely vary significantly.

margin_estimator-0.1/README.md

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+# margin-estimator
+Calculate estimated margin requirements for equities, options, futures, and futures options. Based on CBOE and CME margining.
+
+> [!NOTE]
+> Not all features are available yet, pending further development.
+> Currently, equity/ETF/index options are supported, for any trade
+> type other than ratio spreads, box spreads, and jaze lizards.
+> Contributions welcome!
+
+## Installation
+
+```console
+$ pip install margin_estimator
+```
+
+## Usage
+
+Simply pass a list of legs to the `calculate_margin` function along with an `Underlying` object containing information on the underlying, and you'll get back margin requirement estimates for cash and margin accounts!
+
+```python
+from datetime import date
+from decimal import Decimal
+from margin_estimator import (
+    ETFType,
+    Option,
+    OptionType,
+    Underlying,
+    calculate_margin,
+)
+
+# a SPY iron condor
+# make sure to pass `ETFType.BROAD` for broad-based indices
+underlying = Underlying(price=Decimal("587.88"), etf_type=ETFType.BROAD)
+expiration = date(2024, 12, 20)
+long_put = Option(
+    expiration=expiration,
+    price=Decimal("4.78"),
+    quantity=1,
+    strike=Decimal(567),
+    type=OptionType.PUT,
+)
+short_put = Option(
+    expiration=expiration,
+    price=Decimal("5.61"),
+    quantity=-1,
+    strike=Decimal(572),
+    type=OptionType.PUT,
+)
+short_call = Option(
+    expiration=expiration,
+    price=Decimal("5.23"),
+    quantity=-1,
+    strike=Decimal(602),
+    type=OptionType.CALL,
+)
+long_call = Option(
+    expiration=expiration,
+    price=Decimal("3.68"),
+    quantity=1,
+    strike=Decimal(607),
+    type=OptionType.CALL,
+)
+margin = calculate_margin(
+    [long_put, short_put, long_call, short_call], underlying
+)
+print(margin)
+```
+
+```python
+>>> cash_requirement=Decimal('262.00') margin_requirement=Decimal('262.00')
+```
+
+For normal equities you can omit the `etf_type` parameter:
+
+```python
+# a short F put
+underlying = Underlying(price=Decimal("11.03"))
+expiration = date(2024, 12, 20)
+put = Option(
+    expiration=expiration,
+    price=Decimal("0.45"),
+    quantity=-1,
+    strike=Decimal(11),
+    type=OptionType.PUT,
+)
+margin = calculate_margin([put], underlying)
+print(margin)
+```
+
+```python
+>>> cash_requirement=Decimal('1055.00') margin_requirement=Decimal('263.00')
+```
+
+And for leveraged products, you'll need to pass in the `leverage_factor`:
+
+```python
+# a naked TQQQ call
+underlying = Underlying(
+    price=Decimal("77.35"),
+    etf_type=ETFType.BROAD,
+    leverage_factor=Decimal(3),
+)
+expiration = date(2024, 12, 20)
+call = Option(
+    expiration=expiration,
+    price=Decimal("4.45"),
+    quantity=-1,
+    strike=Decimal(80),
+    type=OptionType.CALL,
+)
+margin = calculate_margin([call], underlying)
+print(margin)
+```
+
+```python
+>>> cash_requirement=Decimal('7555.00') margin_requirement=Decimal('3661.00')
+```
+
+Please note that all numbers are baseline estimates based on CBOE/CME guidelines and individual broker margins will likely vary significantly.

margin_estimator-0.1/pyproject.toml

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+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[project]
+name = "margin-estimator"
+version = "0.1"
+description = "Calculate estimated margin requirements for equities, options, futures, and futures options. Based on CBOE and CME margining."
+readme = "README.md"
+requires-python = ">=3.11"
+license = {file = "LICENSE"}
+authors = [
+  {name = "Graeme Holliday", email = "graeme.holliday@pm.me"},
+]
+dependencies = [
+    "pydantic>=2.9.2",
+]
+
+[project.urls]
+Homepage = "https://github.com/tastyware/margin-estimator"
+
+[tool.uv]
+dev-dependencies = [
+    "pytest>=8.3.3",
+]

margin_estimator-0.1/src/margin_estimator/__init__.py

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+from .margin import calculate_margin
+from .models import ETFType, Option, OptionType, Underlying
+
+
+__all__ = [
+    "ETFType",
+    "Option",
+    "OptionType",
+    "Underlying",
+    "calculate_margin",
+]