github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
10,624 Commits 16 Branches 4,269 Tags
feature-python-dataframe-performance-2
Commit Graph

2 Commits

Author SHA1 Message Date
Stefano Raggi d5cabce0db Update regression statistics for OptionExpiryDateOnHolidayCase 2019-01-23 21:29:07 +01:00
Juan José D'Ambrosio 84e0074350 Adding a control to avoid set the last trading date in a holiday 
Move delisting date estimation to the constructor

Using `MarketHoursDatabase` for option delisting date estimation instead USHolidays
Adding file header.
Regression algorithm added.

Use of  `ExchangeHours.IsDateOpen` instead  `ExchangeHours.IsDateOpen.Holidays`.
Extract values from `symbol.ID` into a local variable.


Improved Regression test
 2018-07-24 16:04:33 -03:00