Commit Graph

4 Commits

Author SHA1 Message Date
Jhonathan Abreu 9b332c2149 Dividend yield calculation fix (#8264)
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* Fix dividend yield calculation

* Get security price as input for dividend yield provider

* Account for splits in dividend yield provider

* Fix split adjustment for dividend yield calculation

* Use right dividend yield in options indicators
2024-08-19 09:30:05 -04:00
Martin-Molinero 12644f8b2a Minor fixes for IndicatorHistory and IV (#8174)
* Minor fixes for IndicatorHistory and IV

- Minor fix for IndicatorHistory, use ScaledRaw data normalization mode
  for option indicators. Adding unit test
- Expand the IV expected upper range to 400%, given values can be higher
  than previous value of 200%
- Adjust IV to use smoothing function only when both option calculations
  succeed

* Updating regression algorithm expected greeks, minor change
2024-07-09 10:54:55 -03:00
Ricardo Andrés Marino Rojas a2b420cb0a Fix warnings part 8 (#8113)
* Fix CA1819 and CA1002 warnings

Changed the type of Languages statistic in regression tests from
Language[] to List<Language>. By doing that, the warning CA1819 was
removed but then the warning CA1002 was raised. However, this warning
was expected to be excluded from QuantConnect.Algorithm.CSharp.

* Improve implementation

* Simplify code

* Fix bugs
2024-06-28 10:10:30 -03:00
Martin-Molinero 88d7380a53 Use SPY as default dividend yield for Index/Future greeks (#8056)
- Index and FOPs will use SPY as the default dividend providers, adding regression algorithms for them
2024-05-28 15:48:21 -03:00