Files
quantconnect--lean/Algorithm.CSharp
Louis Szeto 409f93a3aa Option Strategy Filter Universe (#8088)
* add 1-2 contracts universes

* Add unit tests for 1-2 contract strategies

* refactor

* Call/Put Butterfly

* Iron Butterfly/Condor & Box Spread

* Refactor and bug fixes

* Add regression algorithms

* use AllSymbols

* refactor on peer review, update unit tests

* update regression tests

* update assertion

* update

* remaining assertion

* order hash update

* use helper method on assertion

* fix bug

* Address reviews. Some cleanup and refactor

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-07-01 13:58:30 -03:00
..
2024-06-28 10:10:30 -03:00
2024-06-28 10:10:30 -03:00