github-featured / quantconnect--lean

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    Add OpenInterestAnnual (#6436)

    frostbyte_neo 发布于 2022-06-23 22:22:24 +00:00 | 1864 次提交 在此版本后已推送到 master

    • Adding OpenInterestAnnual where the contract maps when any of the back month
      contracts of the next year have a higher volume that the current front month.
    • Add support for backwards compatible data mapping mode additions
    • Updating ES map and factor files. Adding a little daily data too
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