Jhonathan Abreu
ec428c5f6c
* Fix for daily options open interest data to be added to contracts * Cleanup * Update regression algorithms stats * Minor fix and cleanup * Minor fix * Minor fix * Update regression algorithms data point count * Address peer review
32 lines
1.3 KiB
C#
32 lines
1.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm asserting that the option chain data has valid open interest values for daily resolution.
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/// Reproduces GH issue #8421.
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/// </summary>
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public class DailyOptionChainOpenInterestDataWithoutStrictDailyEndTimesRegressionAlgorithm : DailyOptionChainOpenInterestDataWithStrictDailyEndTimesRegressionAlgorithm
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{
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public override bool DailyPreciseEndTime => false;
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/// <summary>
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/// Data Points count of all timeslices of algorithm
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/// </summary>
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public override long DataPoints => 46264;
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}
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}
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