quantconnect--lean

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Author	SHA1	Message	Date
Martin-Molinero	ff47ede36c	Minor fix for automatically added option underlying (#7311 ) - Lean engine will automatically add an options underlying if not present, but in most cases the option chain will select the underlying too, so let's make sure the configurations match. Previous to this change 'fill forward' setting could be different causing the underlying to be duplicated in the data stack	2023-06-09 19:03:35 -03:00
Martin-Molinero	e42d84319d	Support overriding position group margin requirements (#7286 ) * Add support for Null SecurityPositionGroupModel - Add support for algorithms to set the null security position group model which will not group securities together but rather return the single group buying power model. Adding regression algorithms * Add Null Margin python regression & cleanup - Add python regression algorithm & minor regression algorithms clean up	2023-05-31 19:53:50 -03:00
Jhonathan Abreu	82b3468ab7	Add naked single-option strategies (#7231 ) Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Handle liquidating option position with an option strategy * Handle liquidating option position with an option strategy * Minor changes * Minor fix in default margin model margin call order generation	2023-05-30 15:59:28 -03:00

Author

SHA1

Message

Date

Martin-Molinero

ff47ede36c

Minor fix for automatically added option underlying (#7311 )

- Lean engine will automatically add an options underlying if not
  present, but in most cases the option chain will select the underlying
  too, so let's make sure the configurations match. Previous to this
  change 'fill forward' setting could be different causing the
  underlying to be duplicated in the data stack

2023-06-09 19:03:35 -03:00

Martin-Molinero

e42d84319d

Support overriding position group margin requirements (#7286 )

* Add support for Null SecurityPositionGroupModel

- Add support for algorithms to set the null security position group
  model which will not group securities together but rather return the
  single group buying power model. Adding regression algorithms

* Add Null Margin python regression & cleanup

- Add python regression algorithm & minor regression algorithms clean up

2023-05-31 19:53:50 -03:00

Jhonathan Abreu

82b3468ab7

Add naked single-option strategies (#7231 )

Regression Tests / build (push) Has been cancelled

Benchmarks / build (push) Has been cancelled

Build & Test Lean / build (push) Has been cancelled

Research Regression Tests / build (push) Has been cancelled

Python Virtual Environments / build (push) Has been cancelled

* Handle liquidating option position with an option strategy

* Handle liquidating option position with an option strategy

* Minor changes

* Minor fix in default margin model margin call order generation

2023-05-30 15:59:28 -03:00

3 Commits