quantconnect--lean

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Martin-Molinero 3a3dbe29ea

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Bug chain selection improvements (#7376 )

* Contract chain selection improvements

- Adjust contract chain selection behavior for futures and options so we
  are sure to use the correct local time when filtering expirations.
  Adding unit test reproducing issue

* Update futures regression algorithms

* Address reviews

2023-07-13 20:34:45 -03:00

DataFeeds

Bug chain selection improvements (#7376 )

2023-07-13 20:34:45 -03:00

HistoricalData

Handle price discontinuity on volatility models (#7058 )

2023-03-13 13:11:30 -03:00

Properties

Remove all nuspec files (#5311 )

2021-02-18 17:13:11 -03:00

RealTime

Reconcile the Market Opening for Futures and Scheduled Events (#6397 )