quant1729 2dce74e26d - Extended Option security and Option holding classes ...

- Updated IB fee model to support option exercise
- Added support for splits for options. Not tested on real data yet.
- Added option exercise functionality for long positions. Unit Tests. Not tested on real data yet.
- Added option assignment functionality for short positions. Assignment event. Unit Tests.
- Added basic option assignment simulator for backtesting brokerage. Simulates assignments for deep ITM short positions close to expiration. Unit Tests.

2016-08-31 18:00:00 +02:00

..

Properties

Adds SharedAssemblyInfo to common

2015-04-27 20:30:37 -04:00

CandlestickPatterns.cs

Adds UpDownGapThreeMethods candlestick pattern indicator

2016-02-26 21:42:48 +01:00

DollarVolumeUniverseDefinitions.cs

Make DollarVolumeUniverseDefinition symbols unique

2016-06-28 04:03:39 -04:00

packages.config

Adds international/timezone support

2015-07-08 18:45:34 -04:00

QCAlgorithm.cs

- Extended Option security and Option holding classes

2016-08-31 18:00:00 +02:00

QCAlgorithm.History.cs

Remove single subscription assumption from history impl

2016-04-12 19:06:43 -04:00

QCAlgorithm.Indicators.cs

Add remaining SWISS tests

2016-06-08 10:29:27 +01:00

QCAlgorithm.Plotting.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

QCAlgorithm.Trading.cs

- Extended Option security and Option holding classes

2016-08-31 18:00:00 +02:00

QCAlgorithm.Universe.cs

Adds AddUniverse(coarse, fine) method to QCAlgorithm

2016-06-29 00:39:37 +02:00

QuantConnect.Algorithm.csproj

Tidy unneccessary TravisCI build configuration

2016-04-19 19:51:51 -04:00

UniverseDefinitions.cs

Adds UniverseDefinitions, DollarVolumeUniverseDefinitions

2015-12-17 17:17:56 -05:00