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4 Commits

Author SHA1 Message Date
Martin-Molinero 6fd1a002fe Adjust index option data timezone (#6970)
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* Fix index option data timezone

- Fix index option data timezone which was 1 hour late than expected

* Update existing index option tests

- Update existing index option tests.
- Disable index option daily resolution support
 2023-02-16 17:35:10 -03:00
Jhonathan Abreu 35dfcd73ab Index options MHDB review (#6890)
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* Index options MHDB review

* Update MHDB

* Update regression algorithms stats

* Update regression algorithms stats

* Add index and index options holidays

* Peer review

* Update algorithms stats
 2023-02-10 14:37:44 -03:00
Martin-Molinero f4cf7b6733 Fix SPXW option strategies (#6939)
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- Fix SPXW option strategies. Adding regression algorithm
 2023-02-08 20:24:30 -03:00
Martin-Molinero a52822853d Expand Index option support (#6849)
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* Expand Index option support

- Adjust APIs so that the same underlying can be used
  for different options, adding support for SPX weekly options. Adding
  regression tests

* Fix IndexOption.IsStandard

* Add IndexOption test
 2023-01-12 16:39:02 -03:00