61043d9d98
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
4ebc44de44
Added tags to some C# algorithms
2017-09-19 17:45:04 -04:00
9b3909b6e8
Fix a couple of bugs in BasicTemplateOptionsAlgorithm
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The algorithm had two issues:
1. the LINQ query for contract selection was not including the option right (Put or Call)
2. the algorithm was submitting two extra orders at the end of the day (when market closed)
A helper method was also added in QCAlgorithm to determine if the market is open for a given symbol at the current time.
2017-07-22 21:26:03 +02:00
90e926ee89
Trello #1862 . Updated BasicTemplateOptionsAlgorithm to be less strict. New version of the algo should work with any symbol. Updated corresponding regression test.
2017-02-08 19:14:57 +08:00
631b91ab08
Fake commit triggers builder
2017-01-05 23:51:19 +08:00
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
cf8163fc3a
Refactored option/future universe filters for performance improvements and versatility
2016-12-29 11:44:15 +01:00
1141cd21e6
Merge branch 'futures' into master
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Conflicts:
Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
Algorithm/QCAlgorithm.cs
Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs
Common/QuantConnect.csproj
Common/Securities/Option/Option.cs
Data/equity/usa/factor_files/aapl.csv
Data/symbol-properties/symbol-properties-database.csv
Engine/DataFeeds/Enumerators/Factories/BaseDataSubscriptionEnumeratorFactory.cs
Engine/DataFeeds/Enumerators/Factories/OptionChainUniverseSubscriptionEnumeratorFactory.cs
Engine/DataFeeds/SubscriptionDataReader.cs
ToolBox/QuantConnect.ToolBox.csproj
2016-11-07 16:18:11 +01:00
dd062d777b
Added data normalization settings in option algos
2016-10-26 21:51:50 +02:00
512b4064c1
Added config.json for tests of options - paper w/ IQFeed, trading/data: IB/IB, and trading/data: IB/IQFeed. Futures trading should also work fine.
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Added futures symbols map file to the project due to very slow IQFeed symbol update function (account changes?)
Changed BasicTemplateOptionsAlgorithm.cs to run a single option position (enter/exit)
2016-10-12 21:06:39 +02:00
28274f485b
Adds BasicTemplateOptionsAlgorithm regression
2016-04-07 14:18:20 -04:00
ec8df2a87b
Adds BasicTemplateOptionsAlgorithm
2016-04-07 14:12:53 -04:00
Jared Broad