Adalyat Nazirov
0c26d42561
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* replace to local functions as they are more performant * fix random generator upper bound Next() includes minValue, but not maxValue, so we increment it +1 * introduce abstract layers * refactoring * fix tets * adapt tests * fixup * implement blackschole price model for options * use risk free rate * use ql price model * wip * change interface * fix * tidy up the code * wip * iterate groupped symbols * wip * wip * fix * allow symbol of different types * improve settings * wip * iterate full range * fix issue with negative option * fix * fixup * use StandardDeviationOfReturnsVolatilityModel * re-use existing tick types per security type * parametrize underlying security type * use default option style * dynamic option price model * fix enumeration * test * fix unit tests * refactor code * remove unused file * minor tweaks and refactoring * rename symbol generator class * fix interface * add comments * more comments and unit tests * more tests * add disclaimer * more tests * more comments and tests * split tests into different files * tidy up the code * tidy up the code; more tests * refactor TickGenerator => use security price directly on each iteration * remove dupe; reuse main constructor * use SecurityManager, refactor code * bugfix: save ticks in history array * check volatility warm up & tests * more unit tests * describe volatility period span in settings * rename command line option * Minor adjusments. Address review - Use Lean log handler instead of writting directly to console - Rename BlackShcolesPriceGenerator to generically OptionPriceModelPriceGenerator - Minor format clean up & standarization - Add support for specifying the option chain size * Rename TickGenerator private fields * Fix unit tests * fix tests class name * Support tickers being specified Co-authored-by: Martin-Molinero <martin@quantconnect.com>