Commit Graph

7 Commits

Author SHA1 Message Date
Martin-Molinero 513ced31d7 Add python syntax check (#8651)
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* Add python syntax check

* Fix some python regression algorithms

* Fixing more bugs
2025-03-28 10:36:26 -03:00
Martin-Molinero 53c2a214a1 Improve indicator warmup (#8192)
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* Improve indicator warmup

- Allow indicator warmup to handle multiple symbols, used for option
  greeks. Adding regression test
- Improve indicator history to handle specific T types. Adding unit test
- Remove period, and historical underlying volatility, from IV so
  simplify warmup behavior

* Address review, fix minor issues
2024-07-11 16:16:49 -03:00
Louis Szeto fa886eba79 pep8 conversion of python algos #12 (#7954)
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* pep8 conversion

* PEP8 updates/fixes

* Update pythonnet version to 2.0.35

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 16:55:48 -04:00
Ricardo Andrés Marino Rojas ead2efe6b9 Add Starting and Ending KPI's (#7811)
* First draft of the solution

* Add missing changes

* Remove the new KPI's from report

* Fix bugs

* nit change

* Add improvements

* Fix regression tests

* Solve bugs in the regression algos

* Fix regression tests bugs

* Expand unit tests and add minor changes
2024-03-25 15:40:38 -03:00
Louis Szeto c049a35121 Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
* Add gamma indicator

* add helper method

* add unit tests

* add in regression tests

* Address peer review

* add vega indicator

* add theta and rho indicators

* Address peer review, refactor
2024-03-11 10:32:36 -03:00
Louis Szeto 6bf2acd0da Allow smoothing in Implied Volatility and add forward tree model (#7820)
* Allow mirror contract and smoothing IV

* Python wrapper on smoothing IV

* helper method update

* Add forward tree model

* modify and add unit tests and data

* address peer review

* address peer review
2024-03-04 11:00:04 -03:00
Louis Szeto e39cec40f5 Implement dividend yield model (#7758)
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* dividend yield plug-in model interface

* dividend yield model python wrapper

* Implement symbol dividend yield models

* unit tests on dividend yield provider

* Update IV indicator

* IV indicator unit tests

* update Delta indicator

* Delta indicator unit tests

* update helper method

* Nit

* Address peer review

* Address 2nd peer review

* readability

* Regression tests

* dividend yield model

* Address review

* Fix unit tests

* Minor fix

* Fix tests

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-02-27 12:39:46 -03:00