I already have the Finvasia Shoonya API keys and basic connectivity in place; what I now need is a clean, reusable Python module that can both back-test and live-trade a simple weekly options strategy on the Nifty index. Scope of work • Historical engine – pull 2 years of 1-minute data, apply the strategy bar-by-bar, and return metrics such as win-rate, max drawdown, and P&L. • Live execution – once the market opens, place orders through Shoonya, manage stop-loss, trailing SL, profit target, and timed exits without manual intervention. • Adjustable parameters – lot size, “wait & trade” buffer (points or %), target, stop-loss, trailing SL, plus separate entry and exit times should all be tweakable through a simple config (YAML, JSON, or GUI—happy to discuss). • Reporting – on demand, export the full trade log and summary analytics to Excel. I will deliver: – Working API credentials and any exchange-mandated documentation – VPS or local machine with Python 3.11, Pandas, NumPy, and all Shoonya libraries pre-installed You will deliver: – Well-structured Python code with clear functions/classes – A quick-start README and sample config – Demonstration of the back-test covering at least two calendar years – Live demo in paper or real mode to prove end-to-end automation Please include links to similar option-strategy or Finvasia projects you have done, along with your estimated timeline and cost breakdown. Looking forward to collaborating and getting this trading idea running in both historical and live environments.