期权保本策略回测实现

根据提供的引用内容，没有提到期权保本策略的回测实现。因此，无法提供关于期权保本策略回测实现的答案。
#### 引用[.reference_title]
- *1* *3* [深入浅出量化对冲Alpha基金的操作](https://blog.csdn.net/kwame211/article/details/102599890)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v91^insert_down28v1,239^v3^insert_chatgpt"}} ] [.reference_item]
- *2* [这篇文章几乎回答了你对量化对冲的所有疑问](https://blog.csdn.net/zk168_net/article/details/111555228)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v91^insert_down28v1,239^v3^insert_chatgpt"}} ] [.reference_item]
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