4a41c2ea90
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add indicator for allowed option styles to QL option price models * Add and update option price model tests * Update option price models methods sumary to indicate allowed option styles * Add regression algorithms for option price models for different option styles * Update OptionPriceModel regression algorithms to use Lean local data * Add Python regression algorithms for option price models for different option styles * Update OptionPriceModel regression algorithms to assert that greeks are valid * Address changes request * Address changes request * Update OptionPriceModel regression algorithms to check both call and put contracts * Update OptionPriceModel regression algorithms to use correct test data * Update OptionPriceModel regression algorithms to throw in OnData * Address changes request * Update OptionPriceModel regression algorithms to assert greeks are not all zero