Reddit Options Trader (ROT)

IMPORTANT DISCLAIMER -- READ BEFORE PROCEEDING

ROT is a research and educational tool only. It is a signal intelligence platform, not a trading execution engine. Nothing in this repository constitutes financial advice, investment advice, or a recommendation to buy or sell any security or derivative. Options trading carries significant financial risk -- you can lose 100% of the premium paid. Signal scores and trade ideas are experimental and have not been independently validated. Never risk capital you cannot afford to lose. The authors accept no liability for financial losses arising from use of this software.

Round 7 Features

Options Paper Trader (`src/rot/paper/options_paper.py`)

Simulates options trades with full position tracking, BSM mark-to-market, and portfolio metrics — no real capital required.

Class / Type	Role
`OptionPosition`	Open position: `contract_id`, `ticker`, `strategy`, `strikes`, `expiry`, `quantity`, `entry_premium`, `current_value`, `delta`, `pnl`
`ClosedTrade`	Closed trade record with `realised_pnl` and `is_winner`
`PortfolioSummary`	Snapshot: `total_pnl`, `open_positions`, `closed_trades`, `win_rate`, `max_drawdown`, `cash`
`OptionsPaperTrader`	`open_trade()`, `close_trade()`, `mark_to_market()`, `get_summary()`

Signal Strength Ranker (`src/rot/ranking.py`)

Ranks tickers by composite signal strength across five dimensions with tiered labels and ASCII leaderboard output.

Class / Type	Role
`RankingDimension`	`SENTIMENT`, `IV_RANK`, `VOLUME_SURGE`, `MOMENTUM`, `OPTIONS_FLOW`
`TierRanking`	`ticker`, `score`, `tier` (S/A/B/C/D), `breakdown`
`SignalRanker`	`rank(tickers, dimension_scores)`, `leaderboard(top_n=10)`, configurable weights

Round 6 Features

Options Chain Analyzer (`src/rot/analytics/chain_analyzer.py`)

Fetches and analyses the full options chain for any ticker via yfinance.

Class / Type	Role
`OptionQuote`	Single contract: `strike`, `bid`, `ask`, `mid`, `iv`, `delta`, `gamma`, `theta`, `open_interest`, `volume`
`ChainSnapshot`	Full chain for one expiry: `ticker`, `spot_price`, `expiry`, `calls`, `puts`, `timestamp`
`ChainAnalyzer`	`fetch_chain(ticker, expiry_target_days=30)`, `max_pain(snapshot)`, `put_call_ratio(snapshot)`, `skew(snapshot)`

API route: GET /api/v1/options/chain/{ticker}?expiry_days=30 — returns max-pain, PCR, IV skew, and the full call/put quote list.

hljs language-python

from rot.analytics.chain_analyzer import ChainAnalyzer

analyzer = ChainAnalyzer()
snapshot = analyzer.fetch_chain("AAPL", expiry_target_days=30)
print(analyzer.max_pain(snapshot))       # e.g. 190.0
print(analyzer.put_call_ratio(snapshot)) # e.g. 1.2
print(analyzer.skew(snapshot))           # e.g. 0.05 (5 pp)

Watchlist Manager (`src/rot/watchlist.py`)

SQLite-backed persistent watchlist with async CRUD and price-alert detection.

Class / Type	Role
`WatchlistItem`	Item: `ticker`, `added_date`, `tags`, `notes`, `alert_price`
`Watchlist`	`add(item)`, `remove(ticker)`, `list()`, `get(ticker)`, `tag_filter(tag)`, `check_alerts(prices)`

API routes:

GET /watchlist — HTML dashboard page
GET /api/v1/watchlist — JSON list of all items
POST /api/v1/watchlist — add an item
DELETE /api/v1/watchlist/{ticker} — remove an item

hljs language-python

from rot.watchlist import Watchlist, WatchlistItem

wl = Watchlist("watchlist.db")
await wl.init()
await wl.add(WatchlistItem(ticker="AAPL", tags=["tech"], alert_price=180.0))
alerts = await wl.check_alerts({"AAPL": 175.0})  # returns AAPL item

Round 5 Features

Reddit Signal Backtester (`src/rot/backtest/options_backtest.py` — Round 5 additions)

Replays historical Reddit-generated signals against price data and evaluates ATM options profitability.

Class / Type	Role
`HistoricalSignal`	One Reddit signal: `ticker`, `signal_type`, `date`, `predicted_direction`, `confidence`
`BacktestTrade`	Simulated trade: `entry_price`, `exit_price`, `strategy_pnl`, `holding_days`, `outcome`
`BacktestResult`	Aggregate stats: `win_rate`, `avg_pnl`, `total_pnl`, `sharpe`, `max_drawdown`, `best_trade`, `worst_trade`
`BacktestEngine`	`run(signals, price_data)` — simulates ATM call/put entry, walks forward, exits on stop-loss (20%), take-profit (50%), or expiry (30 days)

hljs language-python

from rot.backtest.options_backtest import BacktestEngine, HistoricalSignal
import datetime

signals = [
    HistoricalSignal(ticker="AAPL", signal_type="bull_call",
                     date=datetime.date(2024, 1, 2),
                     predicted_direction="bullish", confidence=0.75),
]
price_data = {"AAPL": {datetime.date(2024, 1, 2): 185.0, ...}}
result = BacktestEngine().run(signals, price_data)
print(result.win_rate, result.sharpe)

Sentiment Aggregator (`src/rot/sentiment/aggregator.py`)

Combines Reddit, news, options flow, and technical indicator sentiment into a single composite signal with confidence weighting and recency decay.

Class / Type	Role
`SentimentSource`	Enum: `REDDIT`, `NEWS`, `OPTIONS_FLOW`, `TECHNICAL_INDICATOR`
`SentimentScore`	One source score: `source`, `ticker`, `score [-1,1]`, `confidence`, `timestamp`
`AggregatedSentiment`	Output: `composite_score`, `source_breakdown`, `signal_strength`, `n_sources`
`SentimentAggregator`	`aggregate(scores)` — weighted average with per-source weights and exponential recency decay

Signal strength thresholds: STRONG_BULL (>0.6), BULL (>0.2), NEUTRAL, BEAR (<-0.2), STRONG_BEAR (<-0.6).

hljs language-python

from rot.sentiment.aggregator import SentimentAggregator, SentimentScore, SentimentSource
import datetime

scores = [
    SentimentScore(SentimentSource.REDDIT, "AAPL", 0.65, 0.8, datetime.datetime.utcnow()),
    SentimentScore(SentimentSource.OPTIONS_FLOW, "AAPL", 0.80, 0.9, datetime.datetime.utcnow()),
]
result = SentimentAggregator().aggregate(scores)
print(result.composite_score, result.signal_strength)  # e.g. 0.74  STRONG_BULL

Round 4 Features

Options Position Tracker (`src/rot/portfolio/positions.py`)

Provides an in-memory ledger for multi-leg options positions with mark-to-market updates, portfolio Greeks aggregation, and expiry-risk detection.

Class / Type	Role
`OptionLeg`	One contract leg: `contract`, `side` (Long/Short), `strike`, `expiry`, `premium`, `quantity`, Greeks
`OptionsPosition`	Full position: `symbol`, `strategy`, `legs`, `entry_cost`, `current_value`, `theta_decay`
`PositionTracker`	Ledger: `add_position`, `close_position`, `mark_to_market`, `positions_at_risk`, `portfolio_greeks`
`PortfolioGreeks`	Aggregated `total_delta`, `total_gamma`, `total_theta`, `total_vega`
`render_positions_page`	Renders `GET /portfolio/positions` as a dark-themed HTML page with position cards

Delta-adjusted PnL: realized_pnl + unrealized_pnl + theta_decay_collected.

Discord Webhook Notifier (`src/rot/notifications/discord.py`)

Extends the existing DiscordNotifier with alert levels, three new send methods, and a token-bucket rate limiter (max 5 msg/5 s).

Feature	Detail
`AlertLevel`	`INFO` (blue), `WARNING` (yellow), `CRITICAL` (red) — colour-coded embeds
`send_signal_alert(signal, ticker, confidence)`	Rich embed with signal name, ticker, confidence, and severity
`send_position_alert(position, alert_type)`	Expiry warnings, loss alerts with position Greeks and PnL
`send_daily_summary(portfolio_greeks, daily_pnl)`	End-of-day recap with full Greek snapshot
Rate limiting	Token bucket: 5 messages per 5 seconds; excess messages dropped gracefully
Graceful no-op	Raises `ValueError` at construction if no webhook URL is configured

hljs language-python

import asyncio
from rot.notifications.discord import DiscordNotifier, AlertLevel

notifier = DiscordNotifier(webhook_url="https://discord.com/api/webhooks/...")
asyncio.run(notifier.send_signal_alert(
    signal="bull_call_spread",
    ticker="AAPL",
    confidence=0.82,
    level=AlertLevel.INFO,
))

What is ROT?

ROT is a full-stack financial intelligence platform that watches Reddit discussions and institutional RSS feeds in real time, passes every post through a 9-stage ML/NLP pipeline, scores its credibility with a gradient-boosting model, optionally augments reasoning with an LLM, and surfaces the result as a structured options trade idea -- complete with strike selection, expiry heuristics, max-loss calculation, and a full provenance audit trail. The web dashboard streams signals live via WebSocket, while the broker integration layer lets you route approved ideas directly to an Alpaca paper-trading account with one configuration change. ROT tells you what the crowd is reacting to before price fully reacts; what you do with that information is entirely your responsibility.

Live deployment: rot.up.railway.app

5-Minute Quickstart

Option A -- Docker (recommended)

hljs language-bash

git clone https://github.com/Mattbusel/Reddit-Options-Trader-ROT-.git
cd Reddit-Options-Trader-ROT-

# 1. Copy the environment template
cp .env.example .env

# 2. Open .env and set at minimum:
#    ROT_REDDIT_CLIENT_ID, ROT_REDDIT_CLIENT_SECRET
#    (everything else has sensible defaults -- LLM key is optional)

# 3. Build and start
docker compose up --build

# Dashboard:   http://localhost:8000/dashboard
# API docs:    http://localhost:8000/docs
# Health:      http://localhost:8000/api/health

You will see signals appearing on the dashboard within seconds once the Reddit poller starts. No LLM key is required; the system runs in stub-reasoning mode and still generates trade ideas.

Option B -- Manual (virtualenv)

hljs language-bash

git clone https://github.com/Mattbusel/Reddit-Options-Trader-ROT-.git
cd Reddit-Options-Trader-ROT-

python -m venv .venv
source .venv/bin/activate        # Windows: .venv\Scripts\activate

pip install -e ".[dev]"

cp .env.example .env
# Edit .env -- see Configuration Guide below

# Start the full web server
python -m rot.app.server

# Or run a standalone pipeline loop (no web server)
python -m rot.app.loop

# Or run a single pipeline pass and print results
python -m rot.app.main

Round 3 Features

IV Rank Calculator (`src/rot/analytics/iv_rank.py`)

IVRankCalculator fetches the live options chain via yfinance and inverts ATM option prices to implied volatility using Newton-Raphson Black-Scholes-Merton inversion. It then computes IV rank and IV percentile from a rolling 252-day IV history derived from realized volatility.

Class / Type	Role
`IVRankCalculator`	Orchestrates fetch, inversion, and rank computation
`IVData`	Output: symbol, current_iv, iv_52w_high/low, iv_rank, iv_percentile, iv_mean_30d, classification
`IVRegime`	`IV_CRUSH_ZONE` (rank>80), `NORMAL` (20-80), `IV_EXPANSION_ZONE` (rank<20)

hljs language-python

from rot.analytics.iv_rank import IVRankCalculator

calc = IVRankCalculator(risk_free_rate=0.05)
data = calc.analyze("AAPL")

print(data.iv_rank)          # e.g. 63.4
print(data.iv_percentile)    # e.g. 58.7
print(data.classification)   # IVRegime.NORMAL

# Batch mode
results = calc.analyze_batch(["AAPL", "TSLA", "SPY"])

IV rank formula: iv_rank = (current_iv - iv_52w_low) / (iv_52w_high - iv_52w_low) * 100

The Newton-Raphson BSM inversion converges in fewer than 10 iterations for typical market prices. ATM calls within 4 strikes of spot are used; the median IV is returned. Falls back to yfinance's own impliedVolatility field if inversion fails.

Strategy Screener (`src/rot/screener.py`)

StrategyScreener scans a watchlist for five options strategies, scores each candidate by a weighted combination of IV rank (40 %), volume (20 %), open interest (20 %), and edge estimate (20 %), and returns results sorted by score descending.

Class / Type	Role
`StrategyScreener`	Main scanner: `scan(watchlist, criteria)`, `scan_top(watchlist, criteria, top_n)`
`ScreenCriteria`	Filter: min/max IV rank, min volume, min OI, min/max DTE
`ScreenResult`	Output: symbol, strategy, score (0–100), details dict
`Strategy`	`CoveredCall`, `CashSecuredPut`, `IronCondor`, `BullPutSpread`, `BearCallSpread`

hljs language-python

from rot.screener import StrategyScreener, ScreenCriteria

screener = StrategyScreener()
criteria = ScreenCriteria(
    min_iv_rank=40.0,       # only sell premium when IV rank >= 40
    max_iv_rank=90.0,
    min_volume=100,
    min_open_interest=500,
    min_days_to_expiry=14,
    max_days_to_expiry=60,
)

results = screener.scan(["AAPL", "TSLA", "SPY", "QQQ"], criteria)
for r in results[:5]:
    print(f"{r.symbol:6} {r.strategy.value:20} score={r.score:.1f}  "
          f"iv_rank={r.details['iv_rank']}")

IronCondor scoring penalises IV rank below 50 because the strategy needs rich premium on both wings. BullPutSpread and BearCallSpread apply a floor boost so they surface in moderate-IV environments too.

Architecture

9-Stage Signal Pipeline

hljs language-yaml

+------------------------------------------------------------------+
|                      ROT SIGNAL PIPELINE                         |
+------------------------------------------------------------------+
|                                                                  |
|  Stage 1: INGESTION                                              |
|  Reddit PRAW streaming + 13 RSS feeds (SEC 8-K, Reuters, FDA)   |
|     |                                                            |
|     v                                                            |
|  Stage 2: TREND DETECTION                                        |
|  Velocity scoring, dedup, memory-bounded ring buffer (2k items)  |
|     |                                                            |
|     v                                                            |
|  Stage 3: NLP ENGINE (10 modules)                                |
|  Tokeniser -> Lexicon -> Entity -> Sentiment -> Sarcasm ->       |
|  Conviction -> Temporal -> Thread Analysis -> ...                |
|     |                                                            |
|     v                                                            |
|  Stage 4: EVENT BUILDER                                          |
|  Dual-path NLP/regex event classification, ticker extraction      |
|     |                                                            |
|     v                                                            |
|  Stage 5: MARKET ENRICHMENT                                      |
|  Market-cap filter, options liquidity gate, price fetch          |
|     |                                                            |
|     v                                                            |
|  Stage 6: CREDIBILITY SCORING                                    |
|  GradientBoosting ML scorer + 12 heuristic factors -> [0, 1]    |
|     |                                                            |
|     v                                                            |
|  Stage 7: FEEDBACK SUPPRESSION                                   |
|  Dedup, cooldown, pump-dump / manipulation filter                |
|     |                                                            |
|     v                                                            |
|  Stage 8: LLM REASONING                                          |
|  OpenAI / Anthropic / DeepSeek -- circuit breaker + stub mode   |
|     |                                                            |
|     v                                                            |
|  Stage 9: TRADE IDEA GENERATION                                  |
|  Bull call spreads / bear put spreads / straddles                |
|  ATM +/- 5% strikes, weekly/monthly expiry heuristics           |
|                                                                  |
+------------------------------------------------------------------+
          |                   |                    |
    [Dashboard]         [API /signals]       [Lineage DB]
    WebSocket           REST + auth          Full audit trail

Module Layout

hljs language-scss

src/rot/
  app/           Server, pipeline runner, background loops
  ingest/        Reddit + RSS ingestion (7 modules)
  trend/         Trend detection and ranking
  nlp/           10-module NLP pipeline (500+ lexicon terms)
  extract/       Event builder (dual-path NLP/regex)
  market/        Trade builder, enrichment, validation, microstructure, vol surface
  credibility/   ML scorer + 12 heuristics
  reasoner/      LLM reasoning with circuit breaker
  storage/       33+ tables, 16 DB mixins, migrations
  web/           FastAPI routes, auth, middleware, Jinja2 templates
  strategy/      ML, genetic, regime detection, marketplace, position sizing
  social/        Manipulation detection, propagation, network analysis
  flow/          Options flow intelligence, Greek calculations
  backtest/      Monte Carlo, walk-forward, strategy backtester, 13 modules
  macro/         FOMC, earnings, seasonal patterns, insider activity
  alerts/        Discord, email, Twitter, webhook dispatch
  agents/        Autonomous trading agents (safety rails)
  gamification/  Badges, leaderboards, progression system
  export/        Enterprise exports, 9-step data lineage
  lineage/       Signal provenance audit trail (SQLite-backed)
  brokers/       Broker integration: Alpaca paper trading + mock
  risk/          Portfolio-level Greeks and concentration limits
  core/          Config, types, structured logging, sanitization
  affiliates/    Affiliate tracking
  sports/        Sports event correlation
  analysis/      Sector and correlation analysis

tests/           205 files, 95,000+ lines, 7,060+ test functions

Signal Quality Explained

Every signal carries a credibility score in the range [0.0, 1.0]. The score is the output of a GradientBoosting classifier trained on 12 heuristic features. It is NOT a prediction of whether a trade will be profitable. It measures how trustworthy the underlying Reddit/RSS signal is as a genuine market-moving event.

Score range	Interpretation
0.80 -- 1.00	Institutional source (SEC 8-K, FDA press release) or high-quality DD post with strong engagement and single-ticker focus
0.60 -- 0.79	Credible discussion thread with reasonable engagement; may still be speculative
0.40 -- 0.59	Moderate quality; noise is present; treat with caution
0.00 -- 0.39	Low credibility: cross-post, penny stock subreddit, low engagement, or manipulation signals detected

Factor breakdown (applied additively to base confidence):

Factor	Effect
Institutional RSS source (SEC 8-K, FDA, Fed)	+0.15
DD flair on Reddit post	+0.10
Subreddit quality (r/options, r/investing)	+0.05
Subreddit quality (r/wallstreetbets)	-0.05
High engagement score (>500 upvotes)	up to +0.10
Comment depth (>50 comments)	up to +0.05
Cross-post penalty	-0.05
Upvote ratio >0.90	+0.05
Single-ticker focus	+0.05
New account (<30 days old)	-0.10
Pump-dump language detected	-0.15
Award presence	+0.03

The ML scorer supplements these heuristics with learned feature interactions and is retrained periodically on labelled signal outcomes.

Round 2 Feature Additions

Market Microstructure Analysis (`rot.market.microstructure`)

Five components that quantify execution quality and market structure:

Class	Description
`BidAskSpreadAnalyzer`	Estimates effective spread (Roll 1984 / Glosten-Milgrom) from trade data or options chain
`OrderImbalanceDetector`	Computes net buy/sell imbalance ratio; flags when threshold is breached
`PriceDiscoveryMetric`	Cross-correlates Reddit sentiment vs returns across ±N lags to detect lead/lag
`MarketImpactEstimator`	OLS regression of price changes on signed order flow (Kyle 1985 lambda)
`LiquidityScore`	Composite 0-1 score from weighted spread + OI depth + daily turnover

Volatility Surface Modelling (`rot.market.vol_surface`)

Full IV surface pipeline for options strategy selection:

Class	Description
`VolatilitySmile`	Fits smile (IV vs strike) for a single expiry; extracts skew and wing spread
`ImpliedVolatilitySurface`	Builds full strike × expiry IV matrix from raw options chain data
`IVRank`	IV rank: `(current - 52w_low) / (52w_high - 52w_low)` in [0, 1]
`IVPercentile`	Fraction of historical days with IV below current (uses full distribution)
`TermStructure`	ATM IV by expiry; classifies contango vs backwardation with linear slope
`VolatilityRegime`	High / normal / low regime with `sell_premium` / `buy_premium` / `neutral` bias

Position Sizing Engine (`rot.strategy.position_sizing`)

Multiple sizing methods composable into a single recommendation:

Class	Description
`KellyCriterion`	Full Kelly: `f* = (p*b - q) / b` with configurable max-fraction cap
`FractionalKelly`	Half-Kelly, quarter-Kelly, or any fraction of the full Kelly bet
`VolatilityScaledSizing`	Target-volatility sizing: position scales inversely to realized vol
`MaxLossSizing`	Sizes so the worst-case loss stays within a portfolio-risk-pct budget
`PositionSizingEngine`	Blends all methods via `min` / `mean` / `weighted`; applies confidence scaling

Strategy Backtester (`rot.backtest.strategy_backtest`)

High-level backtesting layer on top of the core BacktestEngine:

Class	Description
`SignalHistoryLoader`	Loads signals from in-memory list or SQLite DB with chainable `filter()`
`BacktestMetrics`	Sharpe, Sortino, Calmar, max drawdown, win rate, avg P&L, best/worst trade
`WalkForwardTester`	Configurable N-fold IS/OOS testing; returns stability score
`MonteCarloSimulator`	Bootstraps signal order (500+ runs); computes p-value and ruin probability
`StrategyBacktester`	Orchestrator: loads → backtests → walk-forward → Monte Carlo → HTML report

The HTML report includes an inline SVG equity curve, walk-forward fold table, Monte Carlo percentile grid, and a full trade log.

Configuration Guide

All environment variables are optional unless marked required.

Reddit ingestion

Variable	Default	Description
`ROT_REDDIT_CLIENT_ID`	`""`	Required for Reddit. Reddit API client ID
`ROT_REDDIT_CLIENT_SECRET`	`""`	Required for Reddit. Reddit API client secret
`ROT_REDDIT_USER_AGENT`	`rot:v1 (by u_rotbot)`	Reddit API user-agent
`ROT_REDDIT_SUBREDDITS`	`wallstreetbets,stocks,options`	Comma-separated subreddit list
`ROT_REDDIT_LISTING`	`hot`	Feed type: `hot`, `new`, `rising`, `top`
`ROT_REDDIT_LIMIT_PER_SUB`	`50`	Posts per subreddit per poll
`ROT_REDDIT_POLL_INTERVAL_S`	`20`	Poll interval in seconds

LLM reasoning

Variable	Default	Description
`ROT_LLM_PROVIDER`	`openai`	Provider: `openai`, `anthropic`, `deepseek`
`ROT_LLM_API_KEY`	`""`	LLM API key. Leave empty to run stub mode
`ROT_LLM_MODEL`	`gpt-4o-mini`	Model name
`ROT_LLM_MAX_TOKENS`	`1024`	Max response tokens
`ROT_LLM_TEMPERATURE`	`0.3`	Sampling temperature

RSS, market data, and pipeline

Variable	Default	Description
`ROT_RSS_ENABLED`	`false`	Enable RSS feed ingestion
`ROT_MARKET_MIN_MARKET_CAP`	`100000000`	Minimum market cap filter ($100M)
`ROT_MARKET_CACHE_TTL_S`	`3600`	Market data cache TTL in seconds
`ROT_TREND_WINDOW_S`	`1800`	Trend detection window in seconds
`ROT_TREND_THRESHOLD`	`0.01`	Trend score threshold

Infrastructure

Variable	Default	Description
`ROT_ALERT_DISCORD_WEBHOOK_URL`	`""`	Discord webhook URL for alerts
`ROT_STORAGE_ROOT`	`./data`	Path for SQLite databases and state files
`ROT_SECRET_KEY`	auto-generated	HMAC secret for CSRF and session signing

Broker integration

Variable	Default	Description
`ALPACA_API_KEY`	`""`	Alpaca API key ID
`ALPACA_SECRET_KEY`	`""`	Alpaca API secret key
`ALPACA_PAPER`	`true`	Set to `false` to use live endpoint (dangerous!)

Billing

Variable	Default	Description
`STRIPE_SECRET_KEY`	`""`	Stripe secret key
`STRIPE_WEBHOOK_SECRET`	`""`	Stripe webhook signing secret

Options Chain Integration

ROT enriches every trade idea with live options chain data from Yahoo Finance (no API key required). Two modules handle this:

`rot.options.chain` -- Core chain fetcher and enricher

hljs language-python

from rot.options.chain import OptionsChainFetcher, TradeIdeaEnricher

# Fetch the best-liquidity chain for a ticker
fetcher = OptionsChainFetcher(min_open_interest=100)
chain = fetcher.fetch("NVDA", direction="bullish", dte_min=7, dte_max=60)

if chain:
    print(f"Expiry: {chain.expiry}")
    print(f"Underlying: ${chain.underlying_price:.2f}")
    best_call = chain.best_call(delta_target=0.40)
    if best_call:
        print(f"Best call: ${best_call.strike} @ ${best_call.ask:.2f} bid/ask "
              f"IV={best_call.iv:.1%} OI={best_call.open_interest}")

Enriching a trade idea dict

hljs language-python

enricher = TradeIdeaEnricher(fetcher)
result = enricher.enrich_dict({
    "underlying": "NVDA",
    "strategy": "debit_spread",
    "stance": "bullish",
})
enriched = result["enriched"]
print(f"Long strike:  ${enriched['long_strike']}")
print(f"Short strike: ${enriched['short_strike']}")
print(f"Cost (debit): ${enriched['cost_estimate_usd']:.2f} per contract")
print(f"Max loss:     ${enriched['max_loss_usd']:.2f}")
print(f"Max profit:   ${enriched['max_profit_usd']:.2f}")
print(f"IV rank:      {enriched['iv_rank']:.1f}")

Example enriched output

hljs language-json

{
  "underlying": "NVDA",
  "strategy": "debit_spread",
  "stance": "bullish",
  "enriched": {
    "selected_expiry": "2026-04-17",
    "underlying_price": 875.50,
    "long_strike": 875.0,
    "short_strike": 920.0,
    "long_premium": 18.40,
    "short_premium": 7.20,
    "cost_estimate_usd": 1120.00,
    "max_loss_usd": 1120.00,
    "max_profit_usd": 3380.00,
    "long_iv": 0.4231,
    "long_delta": 0.412,
    "iv_rank": 68.4,
    "chain_fetched_at": "2026-03-22T10:30:00+00:00",
    "enrichment_status": "ok"
  }
}

`rot.options.live_chain` -- Single-contract best-fit finder

hljs language-python

from rot.options.live_chain import LiveOptionsChain

chain = LiveOptionsChain("AAPL")
analysis = chain.best_contract(
    direction="bearish",
    dte_min=14,
    dte_max=45,
    delta_target=0.35,
    min_open_interest=200,
)
print(analysis.to_dict())

Signal Quality Dashboard

The Signal Quality Dashboard at /signal-quality (Pro+ tier) shows:

Category Performance Heatmap -- win rate by event type and stance
Source Reliability -- per-source win rate and average confidence
ML Feature Importance -- top 10 features driving the credibility score
Quality Trend -- rolling accuracy over time
Suppression Candidates -- sources consistently producing false signals
Confidence Calibration -- predicted confidence vs actual accuracy curves

Signal Quality API

Endpoint: GET /api/v1/signals/quality

Tier gate: Pro and above.

hljs language-bash

curl -H "Authorization: Bearer YOUR_JWT" \
     https://rot.up.railway.app/api/v1/signals/quality

Response (SignalQualityReport):

hljs language-json

{
  "total_signals": 412,
  "decided_signals": 318,
  "accuracy_pct": 61.3,
  "avg_return_if_followed": 2.14,
  "top_tickers": [
    {"ticker": "NVDA", "win_rate": 0.78, "count": 23},
    {"ticker": "MSFT", "win_rate": 0.71, "count": 17}
  ],
  "worst_tickers": [
    {"ticker": "TSLA", "win_rate": 0.31, "count": 16},
    {"ticker": "GME",  "win_rate": 0.28, "count": 11}
  ],
  "by_strategy": {
    "debit_spread": {"win_rate": 0.60, "count": 89},
    "straddle":     {"win_rate": 0.52, "count": 44}
  },
  "by_stance": {
    "bullish": {"win_rate": 0.63, "count": 210},
    "bearish": {"win_rate": 0.58, "count": 108}
  },
  "source_reliability": [
    {"source": "sec_8k", "win_rate": 0.81, "count": 32, "avg_confidence": 0.87}
  ],
  "computed_at": "2026-03-22T10:30:00+00:00"
}

Query parameters:

Parameter	Type	Default	Description
`min_sample`	integer	`3`	Minimum decided signals for a ticker to appear in rankings

API Reference

The full interactive API reference is at /docs (Swagger UI) or /redoc on a running server. Key endpoint groups:

Group	Path prefix	Description
Health	`/api/v1/health`	Service health, version, uptime
Signals	`/api/v1/signals`	Live and historical trade signal feed
Signal Quality	`/api/v1/signals/quality`	Accuracy statistics and per-ticker performance (Pro+)
Dashboard	`/dashboard`	Web UI -- real-time signal stream
Backtesting	`/backtest`	Run and compare backtests
Strategy	`/strategy`	Strategy builder, ML optimizer, marketplace
Options Flow	`/flow`	Block/sweep/dark-pool detection
Macro	`/macro`	FOMC, earnings, insider activity calendar
Social	`/social`	Manipulation detection, author credibility
Auth	`/auth`	Register, login, JWT refresh, API keys
Billing	`/billing`	Stripe subscription management
Admin	`/admin`	Platform administration (admin tier only)
MCP	`/mcp`	Model Context Protocol server endpoint

All endpoints require authentication. Free-tier users have read-only access to delayed signals. Pro and above receive real-time access.

Example signal response

hljs language-json

{
  "signal_id": "550e8400-e29b-41d4-a716-446655440000",
  "ticker": "NVDA",
  "credibility_score": 0.82,
  "stance": "bullish",
  "trade_idea": {
    "strategy": "bull_call_spread",
    "legs": [
      {"action": "buy_to_open", "strike": 900, "expiry": "2026-04-17", "option_type": "call"},
      {"action": "sell_to_open", "strike": 950, "expiry": "2026-04-17", "option_type": "call"}
    ],
    "max_loss": 450,
    "max_gain": 550
  },
  "reasoning": "NVDA reported strong data-center revenue guidance ...",
  "source_url": "https://reddit.com/r/stocks/comments/...",
  "timestamp": "2026-03-22T14:31:05Z"
}

Signal Lineage

Every signal processed by ROT generates a full provenance chain stored in a local SQLite database (signal_lineage.db by default). This lets you trace any trade idea back to the exact Reddit post that triggered it, replay historical signals, and audit the pipeline for bias or errors.

Using the lineage tracker

hljs language-python

import uuid
from rot.lineage import SignalLineageStore, LineageTracker

store   = SignalLineageStore("signal_lineage.db")
tracker = LineageTracker(store)

# Assign a unique ID to this signal's chain
signal_id = str(uuid.uuid4())

# Record each pipeline stage in sequence
src_id  = tracker.track_source(signal_id, raw_post_dict)
nlp_id  = tracker.track_nlp(signal_id, nlp_output_dict, parent_id=src_id)
cred_id = tracker.track_credibility(signal_id, score=0.82, features=feat, parent_id=nlp_id)
llm_id  = tracker.track_llm(signal_id, reasoning="LLM text...", parent_id=cred_id)
_       = tracker.track_trade(signal_id, trade_idea_dict, parent_id=llm_id)

Querying lineage

hljs language-python

# Full ordered chain for a signal
nodes = store.get_lineage(signal_id)

# Resolve a trade back to its source post
provenance = store.get_trade_provenance(trade_id="trade-uuid-here")

# Export complete chain as JSON
json_str = store.export_lineage_json(signal_id)

# Find all signals from a specific URL
signal_ids = store.query_by_source("https://reddit.com/r/stocks/comments/...")

# Replay all signals from a time window
from datetime import datetime, timezone
nodes = store.replay_signals(
    since=datetime(2026, 3, 1, tzinfo=timezone.utc),
    until=datetime(2026, 3, 22, tzinfo=timezone.utc),
)

Lineage node types

Stage	NodeType	Data captured
Reddit/RSS ingestion	`source`	Full raw post dict, URL, subreddit, score
NLP pipeline output	`nlp_output`	Entities, sentiment, sarcasm score, conviction
Credibility scoring	`credibility`	Final score + per-factor feature dict
LLM reasoning	`llm_reasoning`	Full reasoning text or structured JSON
Trade idea	`trade_idea`	Strategy, legs, strikes, max-loss, max-gain

Broker Integration

ROT includes a broker abstraction layer at src/rot/brokers/ that lets you route approved trade ideas to a real (paper) brokerage with minimal configuration.

Alpaca paper trading

hljs language-python

from rot.brokers import AlpacaBroker, OptionOrder
from decimal import Decimal
import asyncio

broker = AlpacaBroker(
    api_key="YOUR_ALPACA_KEY",
    secret_key="YOUR_ALPACA_SECRET",
    paper=True,   # Always start with paper=True
)

order = OptionOrder(
    symbol="AAPL",
    option_type="call",
    strike=Decimal("195"),
    expiry="2026-04-17",
    quantity=1,
    action="buy_to_open",
    order_type="limit",
    limit_price=Decimal("3.50"),
)

async def place():
    account = await broker.get_account()
    print(f"Buying power: ${account.buying_power}")
    result = await broker.submit_order(order)
    print(f"Order {result.order_id}: {result.status}")

asyncio.run(place())

Mock broker (for testing)

hljs language-python

from rot.brokers import MockBroker
from decimal import Decimal

broker = MockBroker(
    initial_buying_power=Decimal("50000"),
    slippage_pct=0.01,   # 1% adverse slippage on fills
    fill_rate=0.95,       # 95% of orders fill immediately
    random_seed=42,       # Deterministic for tests
)

Implementing a new broker

Subclass BrokerClient from rot.brokers.base and implement all five abstract methods: get_account, submit_order, cancel_order, get_option_chain, get_positions. All methods must be async.

Portfolio Risk Monitor

The PortfolioRiskMonitor in src/rot/risk/portfolio_risk.py tracks aggregate Greeks exposure and sector concentration across all open signal-derived positions.

hljs language-python

from rot.risk import PortfolioRiskMonitor

monitor = PortfolioRiskMonitor(
    max_total_delta=100.0,   # max absolute portfolio delta
    max_sector_pct=0.30,     # max 30% of cost in any one sector
)

approved, reason = monitor.can_add_position(
    symbol="NVDA", delta=15.0, cost=750.0, sector="Technology"
)
if approved:
    monitor.add_position("trade-001", "NVDA", 15.0, 750.0, "Technology")

print(monitor.total_delta())           # -> 15.0
print(monitor.sector_concentration())  # -> {"Technology": 1.0}
print(monitor.generate_report())       # -> full risk dict

Running Tests

hljs language-bash

# Full suite with coverage
pytest tests/ --cov=rot --cov-report=term-missing --cov-fail-under=75

# Parallel execution (faster)
pytest tests/ -n auto -q

# Single file
pytest tests/test_nlp_engine.py -v

Development

Prerequisites

Python 3.10, 3.11, or 3.12
Docker (optional)

Setup

hljs language-bash

pip install -e ".[dev]"

Lint and type check

hljs language-bash

ruff check src/ tests/
ruff format src/ tests/
mypy src/rot/core/ src/rot/app/ --ignore-missing-imports

Security scanning

hljs language-bash

bandit -r src/ --configfile pyproject.toml
pip-audit --desc

Pre-commit workflow

hljs language-bash

ruff check src/ tests/ && \
ruff format src/ tests/ && \
mypy src/rot/core/ src/rot/app/ --ignore-missing-imports && \
bandit -r src/ --configfile pyproject.toml -q && \
pytest tests/ -n auto -q --tb=short

Deployment Guide

Docker Compose (self-hosted)

hljs language-bash

git clone https://github.com/Mattbusel/Reddit-Options-Trader-ROT-.git
cd Reddit-Options-Trader-ROT-
cp .env.example .env
docker compose up --build -d
docker compose logs -f rot

docker-compose.yml runs a single rot service that binds to port 8000. SQLite state is stored in a named volume (rot_data) for persistence across restarts. To scale horizontally, point ROT_STORAGE_ROOT at a shared NFS mount or S3-compatible object store (not included in the base config).

Production checklist:

Set ROT_SECRET_KEY to a randomly generated 32+ character string.
Set Reddit API credentials.
Mount a persistent volume at ROT_STORAGE_ROOT (default: ./data).
Place the app behind a reverse proxy (nginx, Caddy, Railway).
Set ROT_ENV=production to enforce secret-key validation at startup.
Broker integration defaults to paper trading (ALPACA_PAPER=true). Do not change this unless you have fully validated the system.

Railway (one-click cloud deployment)

ROT ships a railway.toml and Procfile for zero-config Railway deployment:

hljs language-bash

# Install Railway CLI
npm install -g @railway/cli

# Login and deploy
railway login
railway link          # link to your project or create a new one
railway up            # build and deploy from the current directory

Railway environment variables to set in the dashboard:

Variable	Description
`ROT_REDDIT_CLIENT_ID`	Reddit API client ID
`ROT_REDDIT_CLIENT_SECRET`	Reddit API client secret
`ROT_LLM_API_KEY`	Optional LLM key (leave empty for stub mode)
`ROT_SECRET_KEY`	32+ char random secret
`RAILWAY_VOLUME_MOUNT_PATH`	Set to `/data` and attach a Railway Volume

The live public deployment runs at: rot.up.railway.app

Security

Control	Implementation
Authentication	JWT + API key + session cookie (3 independent methods)
Authorization	5-tier hierarchy; 35+ gate functions; admin bypass
SQL injection	100% parameterised queries; field whitelist for dynamic updates
XSS	Jinja2 autoescape + nh3 Rust sanitizer + nonce-based CSP
CSRF	Custom ASGI middleware; timing-safe HMAC comparison
Security headers	CSP, X-Frame-Options: DENY, X-Content-Type-Options, Referrer-Policy
Rate limiting	Database-backed, multi-instance-safe; per-tier daily + burst limits
Security logging	10 SIEM-ready JSON event types; global sanitising filter
CI scanners	CodeQL, Bandit, pip-audit, TruffleHog, Dependabot

Contributing

Fork the repository and create a feature branch from main.
Write tests for any new behaviour. Aim to keep the test-to-production ratio above 1.5:1.
Ensure ruff check, ruff format --check, and pytest all pass locally.
Keep pull requests focused: one logical change per PR.
Reference related issues in the PR description.
Do not commit secrets, credentials, or generated files.
New broker integrations must subclass BrokerClient and ship with a MockBroker-based test suite.
New pipeline stages must integrate with LineageTracker to maintain the full audit trail.

Round 2 Features

Options Greeks Dashboard (`GET /options/greeks`)

A live, dark-themed web page showing Black-Scholes Greeks (Delta, Gamma, Theta, Vega) for the top tracked tickers, updated every 30 seconds via AJAX.

Delta: green (bullish / positive), red (bearish / negative)
Gamma: yellow warning badge when |gamma| > 0.05 (elevated pin risk)
Theta / Vega: always displayed for premium decay and volatility exposure awareness
Greeks Summary card per ticker: spot price, IV estimate, DTE
JSON API also available at GET /api/v1/options/greeks

hljs language-bash

# Navigate to:
http://localhost:8000/options/greeks

# JSON API:
curl "http://localhost:8000/api/v1/options/greeks?tickers=SPY,AAPL,NVDA&dte=7"

Source: src/rot/web/routes/greeks_dashboard.py

Automated Trade Journal (`GET /journal`)

End-to-end trade idea tracking from signal generation to outcome resolution, backed by a SQLite table.

hljs language-bash

Signal generated → JournalEntry inserted → expiry date passes → price fetched
→ outcome computed (win/loss/neutral) → JournalReport updated

Endpoints:

GET /journal — HTML page with dark theme showing all entries and statistics
GET /api/journal/report — JSON JournalReport with win rate, avg PnL, best/worst trade, accuracy by strategy

JournalEntry fields:

Field	Type	Description
`signal_id`	str	FK to signals table
`ticker`	str	Underlying symbol
`strategy_type`	str	`"long_call"`, `"bull_put_spread"`, etc.
`entry_date`	str	ISO-8601 date
`expiry_date`	str	ISO-8601 option expiry
`predicted_direction`	str	`"bullish"` / `"bearish"` / `"neutral"`
`confidence_score`	float	Model confidence in [0, 1]
`actual_outcome`	str	`"win"` / `"loss"` / `"neutral"` / `null`
`pnl_estimate`	float	Fraction-of-premium PnL estimate

Auto-resolution: TradeJournal.auto_resolve_expired() runs nightly, fetches the current price via yfinance, and computes the outcome heuristically.

hljs language-python

from rot.journal import TradeJournal, JournalEntry

journal = TradeJournal(db)
await journal.init_schema()

entry_id = await journal.insert(JournalEntry(
    signal_id="sig_001",
    ticker="AAPL",
    strategy_type="long_call",
    entry_date="2026-03-10",
    expiry_date="2026-03-21",
    predicted_direction="bullish",
    confidence_score=0.78,
))

report = await journal.get_report()
print(f"Win rate: {report.win_rate:.1%}  Avg PnL: {report.avg_pnl:+.1%}")

Source: src/rot/journal.py

Changelog

See CHANGELOG.md for release history.

License

Third-party dependency licenses are listed in THIRD_PARTY_LICENSES.md.

Risk Disclaimer

IMPORTANT -- READ BEFORE USE

ROT is a research and educational tool only. It is a signal intelligence platform, not a trading execution engine.

Nothing in this repository constitutes financial advice, investment advice, or a recommendation to buy or sell any security or derivative.
Options trading carries significant financial risk. You can lose 100% of the premium paid on options positions.
Signal quality scores, confidence levels, and trade ideas generated by this system are experimental and have not been independently validated for real-money trading.
Past signal quality does not guarantee future accuracy or profitability. Reddit sentiment is noisy and frequently manipulated.
LLM-generated reasoning is probabilistic and can be confidently wrong.
The broker integration module defaults to paper trading. If you enable live execution, you assume full responsibility for any financial outcome.
Never risk capital you cannot afford to lose.
The authors and contributors accept no liability for financial losses arising from use of this software.

Use at your own risk.

Reddit-Options-Trader-ROT-

Reddit Options Trader (ROT)

Round 7 Features

Options Paper Trader (src/rot/paper/options_paper.py)

Signal Strength Ranker (src/rot/ranking.py)

Round 6 Features

Options Chain Analyzer (src/rot/analytics/chain_analyzer.py)

Watchlist Manager (src/rot/watchlist.py)

Round 5 Features

Reddit Signal Backtester (src/rot/backtest/options_backtest.py — Round 5 additions)

Sentiment Aggregator (src/rot/sentiment/aggregator.py)

Round 4 Features

Options Position Tracker (src/rot/portfolio/positions.py)

Discord Webhook Notifier (src/rot/notifications/discord.py)

What is ROT?

5-Minute Quickstart

Option A -- Docker (recommended)

Option B -- Manual (virtualenv)

Round 3 Features

IV Rank Calculator (src/rot/analytics/iv_rank.py)

Strategy Screener (src/rot/screener.py)

Architecture

9-Stage Signal Pipeline

Module Layout

Signal Quality Explained

Round 2 Feature Additions

Market Microstructure Analysis (rot.market.microstructure)

Volatility Surface Modelling (rot.market.vol_surface)

Position Sizing Engine (rot.strategy.position_sizing)

Strategy Backtester (rot.backtest.strategy_backtest)

Configuration Guide

Reddit ingestion

LLM reasoning

RSS, market data, and pipeline

Infrastructure

Broker integration

Billing

Options Chain Integration

rot.options.chain -- Core chain fetcher and enricher

Enriching a trade idea dict

Example enriched output

rot.options.live_chain -- Single-contract best-fit finder

Signal Quality Dashboard

Signal Quality API

API Reference

Example signal response

Signal Lineage

Using the lineage tracker

Querying lineage

Lineage node types

Broker Integration

Alpaca paper trading

Mock broker (for testing)

Implementing a new broker

Portfolio Risk Monitor

Running Tests

Development

Prerequisites

Setup

Lint and type check

Security scanning

Pre-commit workflow

Deployment Guide

Docker Compose (self-hosted)

Railway (one-click cloud deployment)

Security

Contributing

Round 2 Features

Options Greeks Dashboard (GET /options/greeks)

Automated Trade Journal (GET /journal)

Changelog

License

Risk Disclaimer

Similar Packages

Tags

Original Author

Publisher

Options Paper Trader (`src/rot/paper/options_paper.py`)

Signal Strength Ranker (`src/rot/ranking.py`)

Options Chain Analyzer (`src/rot/analytics/chain_analyzer.py`)

Watchlist Manager (`src/rot/watchlist.py`)

Reddit Signal Backtester (`src/rot/backtest/options_backtest.py` — Round 5 additions)

Sentiment Aggregator (`src/rot/sentiment/aggregator.py`)

Options Position Tracker (`src/rot/portfolio/positions.py`)

Discord Webhook Notifier (`src/rot/notifications/discord.py`)

IV Rank Calculator (`src/rot/analytics/iv_rank.py`)

Strategy Screener (`src/rot/screener.py`)

Market Microstructure Analysis (`rot.market.microstructure`)

Volatility Surface Modelling (`rot.market.vol_surface`)

Position Sizing Engine (`rot.strategy.position_sizing`)

Strategy Backtester (`rot.backtest.strategy_backtest`)

`rot.options.chain` -- Core chain fetcher and enricher

`rot.options.live_chain` -- Single-contract best-fit finder

Options Greeks Dashboard (`GET /options/greeks`)

Automated Trade Journal (`GET /journal`)