Skip to content
All library documents

How VeighNa Option Strategies Restore Positions Across Sessions

Article vn.py community

Summary

This short support exchange explains how a VeighNa option strategy accesses its position state. A user asks whether the framework restores the previous day’s strategy positions in the same way as a combination strategy that reads saved JSON data. The response points to the strategy’s position retrieval method, and then confirms that the engine handles persistence by saving and reading the existing positions.

The discussion is useful as a narrow framework behavior note, but it does not document the persistence mechanism in depth. It gives no file location, schema, recovery procedure, or distinction between strategy-tracked positions and broker-reported holdings. Readers implementing or troubleshooting a live strategy would need to consult the framework’s code or fuller documentation to confirm those details and ensure restored state matches actual account positions.

Key ideas

  • The exchange identifies the strategy position retrieval method as the way to access stored position data.
  • It says the engine saves and reloads position state across trading days.
  • The post does not explain the storage format, location, or recovery behavior.
  • Restored strategy state is not explicitly compared with broker-reported holdings.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.