Stroll.Alpha — Multi-Repository Options Data Platform (2018-01-01 → 2025-08-29)

Production-ready distributed data platform providing comprehensive historical options and market data across multiple specialized repositories:

Multi-Repository Architecture

🏗️  github.com/revred/Stroll.Alpha        ← Core application & tools (50MB)
📊  github.com/revred/Stroll.Theta.DB      ← Historical options database (2GB)  
📈  github.com/revred/Stroll.Theta.Sixty   ← 1-minute bars Parquet format (350MB)

Current Status: 🎉 MILESTONE ACHIEVED - 5.05M+ options contracts, 1524+ trading days (83% complete)

• ✅ Multi-Symbol Stream (XSP/VIX/GLD/USO/QQQ): COMPLETE - 3.39M contracts
• 🔥 SPX Stream: 97% Complete - 6.93M+ contracts

Projects

Stroll.Alpha/
├─ README.md
├─ CLAUDE.md
├─ ProductSpecification.md
├─ SplitSchema.md
├─ Stroll.Alpha.sln
└─ src/
   ├─ Stroll.Alpha.Dataset/   # Data layout, ingestion, partitioning, caching
   ├─ Stroll.Alpha.Market/    # CLI + MCP server; Loss cap policy; Query services
   ├─ Stroll.Alpha.Probes/    # On-the-fly channel validation (no full download needed)
   └─ Stroll.Alpha.Tests/     # TDD suite to guarantee surface area & data guarantees

Quick Start

git clone https://github.com/revred/Stroll.Alpha.git
cd Stroll.Alpha

# Build all
dotnet build

# Monitor live data generation (1.85M+ options, 34% complete)
./scripts/theta-console.sh

# Generate historical options data
./scripts/generate-multi-symbol-data.sh "SPX,XSP,VIX,QQQ,GLD,USO" "2025-08-29" "2018-01-01"

# Generate 1-minute Parquet bars
./scripts/generate-minute-bars.sh "SPX,XSP,VIX,QQQ,GLD,USO" "2025-08-29" "2025-08-01"

# Query market data via MCP server
dotnet run --project src/Stroll.Alpha.Market -- chain --symbol SPX --at 2023-10-31T18:45:00Z --json

# Validate data completeness
dotnet run --project src/Stroll.Alpha.Probes -- --symbol SPX --date 2023-10-31 --depth 8

Data Sources

• Primary historical/options: Stroll.Theta.DB (local DB/files) — add this repository alongside and configure DATA_ROOT.
• Volatility indices: VIX (and short-term VIX if available).
• Underlyings: SPX, XSP, SPY, QQQ, Gold Index (XAUUSD proxy or ETF like GLD), Oil Index (WTI/Brent proxy or ETF like USO) — you can map to your preferred identifiers in DatasetConfig.

This repo ships with interfaces and local stubs so it compiles cleanly. Wire real providers by implementing IOptionsSource and IBarSource (see ThetaDbSource).

Guardrails

• 0–45 DTE coverage required for listed instruments from 2018‑01‑01 to 2025‑08‑29.
• Chain completeness tests: ±15% moneyness window with a minimum strikes-per-side threshold.
• Loss cap policy: Reverse Fibonacci ($500 → $300 → $200 → $100) — hard stop; trades refused when breach risked.
• Probe-first workflow: Don’t download everything. Probe first, then selectively ingest missing shards.

Architecture & Scaling

For complete system architecture, data distribution strategy, performance characteristics, and scaling considerations, see:

• ARCHITECTURE.md - Complete multi-repository platform overview
• Stroll.Theta.Sixty/ARCHITECTURE.md - 1-minute bars Parquet storage design

Key Features

• 📊 5M+ Options Contracts: Complete 0-45 DTE historical data (83% complete)
• ⚡ Sub-second Queries: Optimized SQLite with computed DTE columns
• 📈 1-minute Bars: Parquet format with 90%+ compression
• 🔄 Live Generation: Parallel processing achieving ~130K options/hour peak rate
• 🚀 Zero-Disruption Commits: Smart 2-minute GitHub integration
• 🔍 Data Quality: 95%+ completeness with continuous validation
• 📱 MCP Server: JSON-over-stdio for external integrations

— Updated: 2025-09-02 (5M+ Options Milestone Achieved)