fa886eba79
pep8 conversion of python algos #12 ( #7954 )
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* pep8 conversion
* PEP8 updates/fixes
* Update pythonnet version to 2.0.35
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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com >
2024-04-19 16:55:48 -04:00
ead2efe6b9
Add Starting and Ending KPI's ( #7811 )
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* First draft of the solution
* Add missing changes
* Remove the new KPI's from report
* Fix bugs
* nit change
* Add improvements
* Fix regression tests
* Solve bugs in the regression algos
* Fix regression tests bugs
* Expand unit tests and add minor changes
2024-03-25 15:40:38 -03:00
c049a35121
Add Option Gamma, Vega, Theta, Rho Indicator ( #7830 )
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* Add gamma indicator
* add helper method
* add unit tests
* add in regression tests
* Address peer review
* add vega indicator
* add theta and rho indicators
* Address peer review, refactor
2024-03-11 10:32:36 -03:00
6bf2acd0da
Allow smoothing in Implied Volatility and add forward tree model ( #7820 )
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* Allow mirror contract and smoothing IV
* Python wrapper on smoothing IV
* helper method update
* Add forward tree model
* modify and add unit tests and data
* address peer review
* address peer review
2024-03-04 11:00:04 -03:00
e39cec40f5
Implement dividend yield model ( #7758 )
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* dividend yield plug-in model interface
* dividend yield model python wrapper
* Implement symbol dividend yield models
* unit tests on dividend yield provider
* Update IV indicator
* IV indicator unit tests
* update Delta indicator
* Delta indicator unit tests
* update helper method
* Nit
* Address peer review
* Address 2nd peer review
* readability
* Regression tests
* dividend yield model
* Address review
* Fix unit tests
* Minor fix
* Fix tests
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
2024-02-27 12:39:46 -03:00
Louis Szeto