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    Set security cache open interest from chain universe data (#9601)

    frostbyte_neo 发布于 2026-07-09 20:15:12 +00:00 | 30 次提交 在此版本后已推送到 master

    • Set security cache open interest from chain universe data
    • The option and future security caches now update the open interest
      cache property from stored chain universe data points (OptionUniverse,
      FutureUniverse), which the algorithm manager pushes into the security
      caches
    • Add index option and future option specific security caches, mapped in
      the SecurityCacheProvider, which previously fell through to the base
      SecurityCache
    • Add regression algorithms asserting the behavior for equity options,
      index options and futures

    Co-Authored-By: Claude Fable 5 noreply@anthropic.com

    • Guard against empty data lists when updating open interest

    StoreData is public API, add an UpdateOpenInterest overload taking the
    data list which checks the count before accessing the last data point

    Co-Authored-By: Claude Fable 5 noreply@anthropic.com

    Co-authored-by: Claude Fable 5 noreply@anthropic.com

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