Commit Graph

3 Commits

Author SHA1 Message Date
Louis Szeto 08a3de9e2d pep8 conversion of python algos #13 (#7955)
* t status
pep8 conversion

* Minor tweaks and rebase

* Various minor fixes

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-19 16:14:12 -03:00
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