github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 16625 fa9ff399cc
    比较

    Euro Stoxx 50 Index and Index Futures support (#8278)

    frostbyte_neo 发布于 2024-09-12 14:00:16 +00:00 | 728 次提交 在此版本后已推送到 master

    • EUREX data

    EUREX data model and sample data

    • Add EUREX futures expiry function and sample algorithms

    • Add EuroStoxx50 futures map and factor files

    • Reduce eurex data for repo

    • Map eurex market to primary exchange

    • Update Euro Stoxx 50 (FESX) map and factol files

    • Update Euro Stoxx 50 (FESX) minute data

    • Added EURSD data

    • Added 2 basic FESX futures algorithms in CSharp and Python (#2)

    • Add regression algorithms

    • Update regression algorithms and data

    • Minor change

    • Cleanup

    Co-authored-by: paulius-an 118921953+paulius-an@users.noreply.github.com

    下载附件