Josh Weinstein jweinst1

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Focusing

On a mission to write the fastest software in the world - 中文名字：马龙

jweinst1 / bull_put_search.py

Last active August 27, 2026 08:12

a alpaca based cli script to search bull put spreads

	import argparse
	import json
	import os
	from datetime import datetime, timedelta
	from alpaca.data.historical.option import OptionHistoricalDataClient
	from alpaca.data.historical.stock import StockHistoricalDataClient
	from alpaca.data.requests import (
	OptionChainRequest,
	StockLatestTradeRequest
	)

jweinst1 / scholes_back_test.py

Created August 16, 2026 06:28

back testing script for bull put spreads

	import math
	from datetime import datetime, timedelta
	import numpy as np
	import pandas as pd
	import yfinance as yf


	# --- 1. Black-Scholes Pricing Engine ---
	def norm_cdf(x: float) -> float:
	"""Standard normal cumulative distribution function using math.erf."""

jweinst1 / credit_spreads.py

Last active August 27, 2026 00:10

bull put spreads script for alpaca py

	from alpaca.data.historical import StockHistoricalDataClient
	from alpaca.data.requests import StockSnapshotRequest
	from alpaca.data.enums import DataFeed
	from alpaca.data.historical import OptionHistoricalDataClient
	from alpaca.data.requests import OptionChainRequest, StockBarsRequest, OptionBarsRequest, OptionSnapshotRequest, OptionLatestQuoteRequest
	from alpaca.data.enums import OptionsFeed
	from alpaca.trading.enums import ContractType, AssetClass
	from alpaca.trading.enums import QueryOrderStatus, OrderSide, OrderClass, TimeInForce, OrderStatus, OrderType, PositionIntent
	from alpaca.trading.client import TradingClient
	from alpaca.trading.requests import GetOrdersRequest, LimitOrderRequest, TakeProfitRequest, StopLimitOrderRequest, GetOptionContractsRequest, OptionLegRequest, ReplaceOrderRequest

jweinst1 / spread_research.py

Last active August 9, 2026 08:18

bull put spread research script

	from alpaca.data.historical import StockHistoricalDataClient
	from alpaca.data.requests import StockSnapshotRequest
	from alpaca.data.enums import DataFeed
	from alpaca.data.historical import OptionHistoricalDataClient
	from alpaca.data.requests import OptionChainRequest, StockBarsRequest, OptionBarsRequest, OptionSnapshotRequest
	from alpaca.data.enums import OptionsFeed
	from alpaca.trading.enums import ContractType, AssetClass
	from alpaca.trading.enums import QueryOrderStatus, OrderSide, OrderClass, TimeInForce, OrderStatus, OrderType, PositionIntent
	from alpaca.trading.client import TradingClient
	from alpaca.trading.requests import GetOrdersRequest, LimitOrderRequest, TakeProfitRequest, StopLimitOrderRequest, GetOptionContractsRequest, OptionLegRequest

jweinst1 / inttoarrayfast.cpp

Last active July 29, 2026 06:29

murmur3 hash to larger array map

jweinst1 / chunk_analyzer.py

Created July 26, 2026 07:42

analyzes log files in unique chunks for indexing

	import sys
	from collections import Counter
	from pathlib import Path


	def analyze_chunk_distribution(
	file_path: str, top_n: int = 15, sample_bytes: int = 50 * 1024 * 1024
	):
	path = Path(file_path)
	if not path.is_file():

jweinst1 / glass_shatter.cpp

Created July 25, 2026 00:30

glass shattering game in C++

	#include <SDL3/SDL.h>
	#include <SDL3/SDL_main.h>
	#include <iostream>
	#include <cmath>
	#include <vector>
	#include <random>

	// Linearly interpolate between two points
	inline SDL_FPoint lerp(const SDL_FPoint& a, const SDL_FPoint& b, float t) {
	return SDL_FPoint{

jweinst1 / tilt_sphere.cpp

Created July 21, 2026 08:42

3d sphere with Z coordinate transorms in sdl3

	#include <SDL3/SDL.h>
	#include <SDL3/SDL_main.h>
	#include <cmath>

	// Calculates the X and Y screen coordinates for a circle centered anywhere
	void get_arbitrary_circle_point_trig(
	float centerX, float centerY,
	float radius, float angle_radians,
	float* out_x, float* out_y
	) {

jweinst1 / sphere_vertex.cpp

Last active July 21, 2026 08:06

sphere made via vertex in C++

	#include <SDL3/SDL.h>
	#include <SDL3/SDL_main.h>
	#include <cmath>
	#include <vector>



	// Calculates the X and Y screen coordinates for a circle centered anywhere
	void get_arbitrary_circle_point_trig(
	float centerX, float centerY,

jweinst1 / rotate_with_indices.cpp

Created July 19, 2026 08:59

rotate 3 way pyramid with indices in C++