quantconnect--lean

Author	SHA1	Message	Date
Jhonathan Abreu	cefa6341f4	Source option price model data from securities instead of slice (#9315 ) API Tests / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Report Generator Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Syntax Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Source option price model data from securities instead of slice * Remove symbols caching and cleanup * Cleanup	2026-03-04 10:25:14 -04:00
Jhonathan Abreu	e68ee853db	Implement indicator-based option price model (#9237 ) API Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Syntax Tests / build (push) Has been cancelled Python Virtual Environments / 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 * Implement indicator-based option price model This model uses IV and Greeks indicators to implement Lean's own option pricing model * Minor fixes * Address peer review * Minor tests fixes * Make the indicator based price model the default for options * Address peer review * Cleanup and minor changes * Support indicators configuration for new pricing model * Some cleanup * Add QL option price model example algorithm * Return lean models from static helpers * Minor tests fixes * Minor test fixes * Address peer review * Cleanup * Fix unit tests * Move QL models to OptionPriceModels.QuantLib.* * Add forward tree helper method	2026-02-19 15:15:25 -04:00

2 Commits