Commit Graph

10 Commits

Author SHA1 Message Date
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Martin Molinero cb4c574eeb Adjust algorithms statistics 2019-08-06 21:35:25 -03:00
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
Martin Molinero 2410726b92 Fix exception being thrown when using SetWarmup with an option contract 2018-07-25 18:45:19 -03:00
AlexCatarino 98a1b6a2a2 Refactors options algorithms
AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
2017-12-18 11:24:08 +00:00
Jared Broad 61043d9d98 Tagged algorithms for QCU 2017-09-20 15:44:51 -04:00
quant1729 cf8163fc3a Refactored option/future universe filters for performance improvements and versatility 2016-12-29 11:44:15 +01:00
quant1729 dd062d777b Added data normalization settings in option algos 2016-10-26 21:51:50 +02:00
quant1729 bf6671fb12 Minor fix of BasicTemplateOptionStrategyAlgorithm.cs 2016-10-05 16:54:33 +02:00
quant1729 d85b2cf83d Added support for multiple exchanges in Market.cs and IB files
Fixed bug with margining
Added options and futures algos that I currently use for tests
2016-10-05 12:02:33 +02:00