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3 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas aa5ab68b47 Fix 3/4 of CA2201 warnings (#8102) 
* Fix 2/4 of CA2201 Warnings

* Fix 3/4 of CA2201 warnings
 2024-06-24 19:31:23 -03:00
Ricardo Andrés Marino Rojas 8c33536498 Add algorithm status statistic (#8095) 
* First draft of the solution

* Fix bugs

* Fix bugs
 2024-06-24 14:19:32 -03:00
Louis Szeto 39bfbccd44 Add Protective Collar to Option Strategies (#8025)
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* Add Protective Collar Option Strategy

* Add buying power model for Protective Collar

* Add unit test for Protective Collar

* Add regression test for Protective Collar

* Add unit test on position group buying power

* allow same strike for later abstraction

* minor bug fix

* Set up conversion option strategy

* add margin requirement

* add unit tests

* Add regression test

* add reverse conversion definition

* add reverse conversion and refactor conversion/collar margin model

* added/modified unit tests for conversion/reverse conversion

* minor bug fix on unit test, add regression test

* Address peer review

* update new set of IB testing data
 2024-06-03 12:38:52 -03:00