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quantconnect--lean/Algorithm.CSharp
Alexandre Catarino 83d59b5f9a Removes Volatility Model Warm Up Requirement (#6752)
* Fixes Regression Algorithm Testing No Warm Up Requirement

* Removes Volatility Model Warm Up Requirement

If the volatiliy model is not ready, we will use the Brenner and Subrahmanyam (1988) approximation (BS88).
Lean will not set the volatility model if the user doesn't, since the BS88 can handle the null model case.
2022-11-18 14:34:56 -03:00
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