quantconnect--lean

Author	SHA1	Message	Date
YadavKapil	4249165f99	Fix trade statistics for option assignment underlying fills (#9627 ) * Fix option assignment trade statistics Resolve the security from each order event when updating TradeBuilder so physically settled underlying fills use the underlying multiplier and conversion rate. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com> Copilot-Session: 716a0df4-0117-458b-b4ac-7d8aeeb9bf48 * Resolve order event security from the event symbol Option exercises emit the underlying fill under the option's order id, so resolving the security from the order symbol handed the option's contract multiplier and quote currency conversion rate to the underlying fill, inflating closed trade statistics. Extend the option assignment regression algorithm, in both C# and Python, to assert every closed trade's profit and loss against its own security's contract multiplier. --------- Co-authored-by: Kapil Yadav <kapyadav@microsoft.com> Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>	2026-07-20 14:37:51 -04:00
Jhonathan Abreu	201ea1ce74	More Python syntax check improvements (#8758 ) Syntax Tests / build (push) Has been cancelled API Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Report Generator Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Ignore more mypy errors and fix more python algos syntax * Minor change	2025-05-08 18:06:18 -04:00
JosueNina	e5a81ef285	Implement python version of OptionAssignmentRegressionAlgorithm (#8728 ) API Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Report Generator Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Syntax Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Implement python version of OptionAssignmentRegressionAlgorithm * Solve comments review	2025-04-28 16:00:09 -03:00

3 Commits