90e926ee89
Trello #1862 . Updated BasicTemplateOptionsAlgorithm to be less strict. New version of the algo should work with any symbol. Updated corresponding regression test.
2017-02-08 19:14:57 +08:00
631b91ab08
Fake commit triggers builder
2017-01-05 23:51:19 +08:00
c4cbef95e4
Removed AbsoluteStrikes method from option filter universe. Updated option filter universe to support monday and wednesday weeklys. Tests.
2016-12-29 22:10:55 +01:00
cf8163fc3a
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
1141cd21e6
Merge branch 'futures' into master
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Conflicts:
Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
Algorithm/QCAlgorithm.cs
Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs
Common/QuantConnect.csproj
Common/Securities/Option/Option.cs
Data/equity/usa/factor_files/aapl.csv
Data/symbol-properties/symbol-properties-database.csv
Engine/DataFeeds/Enumerators/Factories/BaseDataSubscriptionEnumeratorFactory.cs
Engine/DataFeeds/Enumerators/Factories/OptionChainUniverseSubscriptionEnumeratorFactory.cs
Engine/DataFeeds/SubscriptionDataReader.cs
ToolBox/QuantConnect.ToolBox.csproj
2016-11-07 16:18:11 +01:00
dd062d777b
Added data normalization settings in option algos
2016-10-26 21:51:50 +02:00
512b4064c1
Added config.json for tests of options - paper w/ IQFeed, trading/data: IB/IB, and trading/data: IB/IQFeed. Futures trading should also work fine.
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Added futures symbols map file to the project due to very slow IQFeed symbol update function (account changes?)
Changed BasicTemplateOptionsAlgorithm.cs to run a single option position (enter/exit)
2016-10-12 21:06:39 +02:00
28274f485b
Adds BasicTemplateOptionsAlgorithm regression
2016-04-07 14:18:20 -04:00
ec8df2a87b
Adds BasicTemplateOptionsAlgorithm
2016-04-07 14:12:53 -04:00
quant1729