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3 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 18e848853d Approximate order price for options when using IB Fee model (#7436)
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / 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
* Modify IB Fee model to work without order.Price

* Fix bugs and add unit tests

* Update regression tests

* Solve bug and address changes

* Nit change

* Fix stats
 2023-08-23 09:56:23 -03:00
Martin-Molinero ff47ede36c Minor fix for automatically added option underlying (#7311) 
- Lean engine will automatically add an options underlying if not
  present, but in most cases the option chain will select the underlying
  too, so let's make sure the configurations match. Previous to this
  change 'fill forward' setting could be different causing the
  underlying to be duplicated in the data stack
 2023-06-09 19:03:35 -03:00
Jhonathan Abreu b479300587 Add IronCondor strategy helper factory methods (#7305) 2023-06-08 14:48:24 -04:00