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Add Protective Collar to Option Strategies (#8025)
frostbyte_neo 发布于
2024-06-03 15:38:52 +00:00 | 854 次提交 在此版本后已推送到 master-
Add Protective Collar Option Strategy
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Add buying power model for Protective Collar
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Add unit test for Protective Collar
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Add regression test for Protective Collar
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Add unit test on position group buying power
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allow same strike for later abstraction
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minor bug fix
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Set up conversion option strategy
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add margin requirement
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add unit tests
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Add regression test
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add reverse conversion definition
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add reverse conversion and refactor conversion/collar margin model
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added/modified unit tests for conversion/reverse conversion
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minor bug fix on unit test, add regression test
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Address peer review
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update new set of IB testing data
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