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  • 13262 1358bd8115

    Future and FutureOption low res support (#6069)

    frostbyte_neo 发布于 2021-11-24 12:53:21 +00:00 | 2079 次提交 在此版本后已推送到 master

    • Fixes for FutureOptions support in LeanData

    • Add CreateCanonicalOption() utility function for Symbol.cs

    • Add aggregated Futures/FuturesOptions data to Lean

    • Add FutureOptions regressions for daily/hourly data

    • Allow Futures to be added with low resolution

    • Add Future regressions using hour/daily data

    • Nit - Python Class names

    • Add reviews

    • Add alias into CreateCanonicalOption

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