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Validate option universe selection data

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- Remove unused `OptionChainUniverseDataCollectionAggregatorEnumerator`
- Refactor `BaseDataCollectionAggregatorEnumerator` and
`OptionChainUniverseDataCollectionEnumerator` to avoid emitting invalid
data points
- Updating regression tests statistics
- Adding unit test
This commit is contained in:
Martin Molinero
2020-01-27 16:25:52 -03:00
parent ed1c6fdd44
commit 20c589f0fe
17 changed files with 155 additions and 186 deletions
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Algorithm.Python/OptionExerciseAssignRegressionAlgorithm.py
+1 -1
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@@ -33,7 +33,7 @@ class OptionExerciseAssignRegressionAlgorithm(QCAlgorithm):
self.SetCash(100000)
self.SetStartDate(2015,12,24)
self.SetEndDate(2015,12,24)
self.SetEndDate(2015,12,28)
option = self.AddOption("GOOG")