github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 15263 fbf8ffd924
    比较

    Handle price discontinuity on volatility models (#7058)

    frostbyte_neo 发布于 2023-03-13 16:11:30 +00:00 | 1544 次提交 在此版本后已推送到 master

    • Apply splits and dividends to volatility models

    • Apply splits and dividends to volatility models using history requests

    • Add new ScaleRaw data normalization mode

    Handling the new mode in the price scale enumerator.

    • DataNormalizationMode.ScaledRaw history requests

    • Minor changes

    • Minor changes

    • Disable new normalization mode in AddSecurity methods and other minor changes

    • Peer review

    • Minor changes

    • Peer review

    • Minor changes

    • Peer review

    • Peer review

    • Peer review

    • Add scaled raw history regression algorithm

    • Add more regression algorithms

    • Add more regression algorithms

    • Add Slice.TryGet unit tests

    • Peer review

    • Peer review

    • Peer review

    • Peer review

    • Peer review

    • Update algorithms stats

    • Peer review

    • Peer review

    下载附件