5 Commits

Author	SHA1	Message	Date
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