9690acfd25
Changes Basic Template Algorithms With Options and Futures to Show The New Overloads
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Keeps the original overloads in the comments.
2020-02-12 16:49:44 +00:00
20c589f0fe
Validate option universe selection data
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- Remove unused `OptionChainUniverseDataCollectionAggregatorEnumerator`
- Refactor `BaseDataCollectionAggregatorEnumerator` and
`OptionChainUniverseDataCollectionEnumerator` to avoid emitting invalid
data points
- Updating regression tests statistics
- Adding unit test
2020-01-27 19:11:17 -03:00
61aa0d3a65
Updates regression statistics
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Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
2020-01-16 14:03:54 -08:00
2f4929e685
Update regression algorithms
2019-09-29 21:50:44 -03:00
cb4c574eeb
Adjust algorithms statistics
2019-08-06 21:35:25 -03:00
40ac9c5033
Fix IB FeeModel Option fees
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- Fixing IB FeeModel options fees. Adding unit tests
- Updating regression algorithms
2019-01-02 15:50:00 -03:00
2410726b92
Fix exception being thrown when using SetWarmup with an option contract
2018-07-25 18:45:19 -03:00
98a1b6a2a2
Refactors options algorithms
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AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
2017-12-18 11:24:08 +00:00
61043d9d98
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
cf8163fc3a
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
dd062d777b
Added data normalization settings in option algos
2016-10-26 21:51:50 +02:00
bf6671fb12
Minor fix of BasicTemplateOptionStrategyAlgorithm.cs
2016-10-05 16:54:33 +02:00
d85b2cf83d
Added support for multiple exchanges in Market.cs and IB files
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Fixed bug with margining
Added options and futures algos that I currently use for tests
2016-10-05 12:02:33 +02:00
AlexCatarino