Add margin-aware option strategy match selection - #9639

Merged

Martin-Molinero merged 6 commits into

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AlexCatarino:support/215475229332236-margin-aware-option-grouping

Aug 4, 2026

Commits on Jul 27, 2026

Add margin-aware option strategy match selection

AlexCatarino
and
claude
committed
ced2df6

Commits on Jul 30, 2026

Cache strategy definition ordering and skip redundant match pass

Martin-Molinero
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claude
committed
ba9805c

Commits on Aug 1, 2026

Bound credit-side short coverage and add overlapping spreads regression

AlexCatarino
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claude
committed
908a4fe
Skip provably useless match passes and drop scoring allocations

AlexCatarino
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claude
committed
3af7e6b
Require a covering long to outlive the short it covers

AlexCatarino
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claude
committed
5102918

Commits on Aug 2, 2026

Apply the uncovered short bound to the default objective function only

AlexCatarino
and
claude
committed
9f50a9f