 Michael Handschuh
|
c9f82d4228
|
Extend option split regression to include split warning event
|
2018-02-05 12:12:55 -05:00 |
|
|
AlexCatarino
|
98a1b6a2a2
|
Refactors options algorithms
AddEquity and SetDataNormalization calls were removed because they are not mandatory since PostInitialize calls them.
|
2017-12-18 11:24:08 +00:00 |
|
|
Jared Broad
|
fb7d1994ff
|
Tidy and add tags
|
2017-09-20 17:14:44 -04:00 |
|
|
quant1729
|
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 |
|
|
quant1729
|
cf8163fc3a
|
Refactored option/future universe filters for performance improvements and versatility
|
2016-12-29 11:44:15 +01:00 |
|
|
quant1729
|
5803115548
|
Option splits and renames in backtesting. Added regression tests.
|
2016-10-26 21:20:03 +02:00 |
|