3 Commits

Author	SHA1	Message	Date
quant1729	c4cbef95e4	Removed AbsoluteStrikes method from option filter universe. Updated option filter universe to support monday and wednesday weeklys. Tests.	2016-12-29 22:10:55 +01:00
quant1729	cf8163fc3a	Refactored option/future universe filters for performance improvements and versatility	2016-12-29 11:44:15 +01:00
quant1729	5803115548	Option splits and renames in backtesting. Added regression tests.	2016-10-26 21:20:03 +02:00