Commit Graph

8 Commits

Author SHA1 Message Date
Jhonathan Abreu 52a9b8965f Minor fix and add PandasConverter unit tests 2024-09-26 18:30:11 -04:00
Jhonathan Abreu 8839ea0b14 Address peer review
Add NullGreeks class: keep ModeledGreeks as internal as possible
2024-09-26 18:30:11 -04:00
Jhonathan Abreu 80ef6a55f3 Add multiple option chains api regression algorithms and other minor changes 2024-09-26 18:30:11 -04:00
Jhonathan Abreu 6eb1df3108 Minor fix 2024-09-26 18:30:11 -04:00
Jhonathan Abreu b122ff4cd4 Add greeks columns directly in option chain dataframe.
Also add pass-through properties for greek values in OptionUniverse
2024-09-26 18:30:10 -04:00
Jhonathan Abreu 8123c61229 Exclude "ID" from option chain dataframe 2024-09-26 18:30:10 -04:00
Jhonathan Abreu 11e3b9fe4a Properly convert list of data into dataframe
Take into consideration data for multiple symbols in the same list
2024-09-26 18:30:10 -04:00
Jhonathan Abreu 16c4259342 Add QCAlgorithm.OptionChain() method to fetch option chains (#8316)
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* Add new QCAlgorithm.OptionChain method to get full data option chain

* Add extension method to get canonical symbol

* Support future options in new OptionChain method

* Replace option chain provider with OptionChain method in some regression algorithms

* Add new regression algorithms for OptionChain method

* Replace option chain provider with OptionChain method in some regression algorithms

* Minor

* Cleanup

* Minor changes in regression algorithms

* Minor adjustments
2024-09-11 15:15:51 -04:00