I’m ready to turn my options-buying and –selling strategy into a fully automated Python algorithm. The core requirement is a trading script that can read live market data, evaluate my entry and exit rules in real time, and route orders directly to my brokerage API. My focus is strictly on trading strategies, not on generic market prediction or portfolio analytics, so the code should be optimized for speed, reliability, and clean integration with popular Python trading stacks (pandas, NumPy, TA-Lib, backtrader or similar). Here’s what I need from you: • A well-structured Python project that implements my option-specific rules (I’ll share the exact logic after we start). • Smooth connectivity to a broker (Kite Connect, Interactive Brokers, or any REST/WebSocket-based API; I’m flexible as long as the integration is robust). • Built-in risk controls—configurable stop-loss, take-profit, position sizing, and a hard daily loss cap. • A back-testing module so I can replay historical data and see detailed performance metrics before going live. • Clear documentation and a brief hand-off call so I can run, tweak, and extend the code on my own. If you’ve previously coded option strategies or low-latency trading apps in Python, I’d love to see a quick demo or repo link when you bid.