github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 15426 02e54d0242
    比较

    Implement `OptionExerciseModelPythonWrapper.cs ` (#7193)

    frostbyte_neo 发布于 2023-04-18 19:54:53 +00:00 | 1465 次提交 在此版本后已推送到 master

    • Implement OptionExerciseModelPythonWrapper.cs
    • Modifiy Option.cs to set the automatic exercise model, even if it's a python custom option model exercise model
    • Add QuantConnect.Orders.OptionExercise in AlgorithmImports.py
    • Add regression algorithms in C# and Python showing how to specify a custom option exercise model
    • Address required changes
    • Remove unnecessary constructor in
      ´CustomOptionExerciseModelRegressionAlgorithm.cs´
    • Change .Dispose() in OptionExerciseModelPythonWrapper.OptionExercise(9 to ´using´ keyword
    • Change Option.SetOptionExerciseModel() XML docs

    • Minor tweaks

    • Update CustomOptionExerciseModelRegressionAlgorithm.cs

    Co-authored-by: Martin-Molinero martin@quantconnect.com

    下载附件