Commit Graph

8 Commits

Author SHA1 Message Date
Martin Molinero 40ac9c5033 Fix IB FeeModel Option fees
- Fixing IB FeeModel options fees. Adding unit tests
- Updating regression algorithms
2019-01-02 15:50:00 -03:00
Stefano Raggi b4a2536b86 AddOptionContract - throw if existing underlying equity not in Raw mode
Also added OptionChainProviderAlgorithm to regression test suite
2018-08-21 14:51:43 +02:00
Martin Molinero 1605870c2b New a check to avoid adding the same option contract multiple times 2018-06-25 14:02:14 -03:00
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
Jing Wu 7569467f45 fix bugs of no traded options 2018-05-01 15:34:40 -04:00
Jing Wu 7373d85d4a remove data normalization setting 2017-12-22 10:09:40 -05:00
Jing Wu 4a4ba49aed fix indentation 2017-12-21 15:20:33 -05:00
Jing Wu 03057e9ca2 add OptionChainProviderAlgorithm(Csharp) 2017-12-21 14:37:12 -05:00