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3 Commits

Author SHA1 Message Date
Jhonathan Abreu 9b332c2149 Dividend yield calculation fix (#8264)
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* Fix dividend yield calculation

* Get security price as input for dividend yield provider

* Account for splits in dividend yield provider

* Fix split adjustment for dividend yield calculation

* Use right dividend yield in options indicators
 2024-08-19 09:30:05 -04:00
Jhonathan Abreu 2ddf40b8e9 PEP8 style algorithm API (#7909) 
* feat: support snake-case style Python QCAlgorithm implementations

* feat: add unit tests and minor fixes

* feat: implement new BasePythonWrapper class for python wrappers.

Used to cache methods and contains invoke functionality

* feat: make python wrappers implement the new base class for pep8 style support

* feat: keep overriden methods in Algorithm Python Wrapper

* feat: add unit tests for custom models algorithms with PEP8 style

* Bump pythonnet version to 2.0.30

* fix bugs and address peer review

* Address peer review

* Minor revert

* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator

* Minor fixes

* Minor fix

* Minor fix

* Bump pythonnet version to 2.0.31

* Added Greeks.Lambda_ alias of Lambda for python compatibility.

Remove unused method
 2024-04-12 17:29:15 -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