Commit Graph

2 Commits

Author SHA1 Message Date
Michael Handschuh 65393d4e54 Replace config security with an option chain filter function
The ConfigureOptionChainSecurity method somewhat was overshadowing the security
initializer's responsibilities. This method has been trimmed down into a contract
filter function sub classes can use to define what option contracts they want to
select.
2018-06-01 00:36:17 -04:00
Michael Handschuh ad331118ab Add refresh to IUniverseSelectionModel to support dynamic universes
This change allows the universe selection model to select different universe
definitions as time proceeds. This enables the definition of a universe model
that, for example, could add option chains for securities selected by a different
universe model.

The BasicTemplateOptionsFrameworkAlgorithm was added to showcase and provide
regression for a universe model that selects different universes.
2018-05-31 11:48:23 -04:00