github-featured / quantconnect--lean

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    CryptoFutures adjustments (#6836)

    frostbyte_neo 发布于 2023-01-05 21:07:01 +00:00 | 1655 次提交 在此版本后已推送到 master

    • CryptoFutures adjustments
    • Address reviews of CryptoFutures:
    • Add new Slice MarginInterestRates collection
    • Add new regression tests asserting funding rate application behaves
      the same no matter the resolution
    • Add auxiliary data by type into the security cache
    • Revert BuyingPowerModel changes
    • Make interest rate application time deterministic
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