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Colton Sellers 1358bd8115
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Future and FutureOption low res support (#6069) 
* Fixes for FutureOptions support in LeanData

* Add CreateCanonicalOption() utility function for Symbol.cs

* Add aggregated Futures/FuturesOptions data to Lean

* Add FutureOptions regressions for daily/hourly data

* Allow Futures to be added with low resolution

* Add Future regressions using hour/daily data

* Nit - Python Class names

* Add reviews

* Add alias into CreateCanonicalOption
2021-11-24 09:53:21 -03:00
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cme
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00
comex
Future and FutureOption low res support (#6069)
2021-11-24 09:53:21 -03:00