quantconnect--lean

Author	SHA1	Message	Date
Martin-Molinero	56270464cc	IsOption Use Underlying Holidays and Early Closes if Empty (#7007 ) 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 Research Regression Tests / build (push) Has been cancelled * IsOption uses underlyings holidays - Option assets will use underlyings holidays, early closes and late opens if their own are not defined * Update regression algorithms	2023-02-24 12:49:51 -03:00
Jhonathan Abreu	a860cfc32f	Combo orders reduced size validation (#6864 ) Python Virtual Environments / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled * Combo order legs ratio validation * Minor changes and unit tests * Minor changes * Minor changes * Minor changes * Minor changes	2023-01-16 21:11:08 -03:00
Martin-Molinero	11cc062628	Combo limit orders price calculation (#6858 ) 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 Research Regression Tests / build (push) Has been cancelled * Fix limit price calculation for combo limit orders fills * Update regression algorithms * Address reviews * Fix thread race condition Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>	2023-01-13 18:02:25 -03:00

3 Commits