Louis Szeto 0b833b065e Implied Volatility Indicator for Options (#7680) ...

* Add IV indicator

* Fix bug

* Add QCAlgorithm helper method

* Add unit tests

* Add OptionPricingModelType, as option for greeks & IV estimation

* Nit, and fix bug

* Address peer review

* Fix bug

* Fix bug on CRR

* Ensure test indicator initiate correctly

* Address 2nd review

* Check for FOPs and index options as well

* Add comparison with QuantLib

* CRR not follow BSM

* minor bug fix

2024-01-18 13:50:49 -03:00

..

RateLimit

Add mechanism for scheduled events to use 'additional time'

2019-10-19 14:52:34 -04:00

BusyBlockingCollection.cs

Removing BacktestingTransactionHandler thread

2019-05-10 16:15:24 -03:00

BusyCollection.cs

Remove log packet aggregation (#6538)

2022-08-11 19:06:11 -03:00

CandlestickJsonConverter.cs

Add support for null chart points (#7622)

2023-12-12 20:26:58 -03:00

ChartPointJsonConverter.cs

Add support for null chart points (#7622)

2023-12-12 20:26:58 -03:00

CircularQueue.cs

Move CircularQueue to Util

2015-12-16 13:57:53 -05:00

ColorJsonConverter.cs

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

ComparisonOperator.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

ComparisonOperatorTypes.cs

Lean Optimization interface in QCAlgorithm (#4923)

2020-12-02 20:10:40 -03:00

Composer.cs

Always reuse aggregator instance if any (#6161)

2022-01-20 18:52:22 -03:00

ConcurrentSet.cs

Bug 4722: Prevent Repetitive Factor File Numerical Precision Warnings (#4742)

2020-09-22 21:06:59 -03:00

CurrencyPairUtil.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

DateTimeJsonConverter.cs

Adds API support for /splits and /dividends endpoints

2018-08-15 13:45:12 -04:00

DisposableExtensions.cs

Bug 4815 iex web socket library (#4914)

2020-11-16 21:10:14 -03:00

DoubleUnixSecondsDateTimeJsonConverter.cs

Adding new API endpoint prices

2018-08-04 10:57:41 -03:00

EnumeratorExtensions.cs

Add enumerator extensions

2017-10-17 12:15:58 -04:00

ExpressionBuilder.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

FixedSizeHashQueue.cs

Remove log packet aggregation (#6538)

2022-08-11 19:06:11 -03:00

FixedSizeQueue.cs

Misc edits from code review

2015-06-18 17:19:36 -04:00

FuncTextWriter.cs

Revert "Fixed a few more warnings"

2015-04-07 13:53:33 -04:00

JsonRoundingConverter.cs

Fix backtest result packet deserializing (#5084)

2020-12-28 16:26:40 -03:00

KeyStringSynchronizer.cs

Downloader Data Provider Improvements (#7159)

2023-03-31 18:29:55 -03:00

LeanData.cs

Fix bugs related with Culture Format (#7626)

2023-12-15 15:58:21 -03:00

LeanDataPathComponents.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

LinqExtensions.cs

Async universe selection (#7556)

2023-11-06 18:46:20 -03:00

ListComparer.cs

Python history improvements (#7283)

2023-05-31 10:22:21 -03:00

MarketHoursDatabaseJsonConverter.cs

MHDB Merge Common Holidays, LateOpens & EarlyCloses (#7278)

2023-05-30 11:54:28 -03:00

MemoizingEnumerable.cs

Memory Related Performance improvements (#6700)

2022-10-21 15:11:18 -03:00

NullStringValueConverter.cs

Fixes bug in NullStringValueConverter

2015-09-15 14:56:03 -04:00

ObjectActivator.cs

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

OptionPayoff.cs

Implied Volatility Indicator for Options (#7680)

2024-01-18 13:50:49 -03:00

PythonUtil.cs

C# stacktrace exception normalization (#7328)

2023-06-21 10:51:17 -03:00

RateGate.cs

Minor tweaks to avoid CI tests random failures (#7370)

2023-07-11 20:43:22 -03:00

ReaderWriterLockSlimExtensions.cs

Adds ReaderWriterLockSlimExtensions to reduce verbosity

2015-10-15 11:10:54 -04:00

Ref.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ReferenceWrapper.cs

Algorithm Sampling and Statistics Fixes (#5936)

2021-10-05 19:31:25 -03:00

SecurityExtensions.cs

Adds SecurityExtensions.IsInternalFeed

2016-04-12 19:06:45 -04:00

SecurityIdentifierJsonConverter.cs

Update SecurityIdentifier to hold string instead of base36 long

2015-11-12 13:55:43 -05:00

SeriesJsonConverter.cs

Asset plot improvement (#7699)

2024-01-17 14:46:45 -03:00

SingleValueListConverter.cs

Address reviews

2019-06-17 16:45:53 -07:00

StreamReaderEnumerable.cs

Fixes potential memory leak in StreamReaderEnumerable

2018-08-23 12:55:25 -04:00

StreamReaderExtensions.cs

Memory Related Performance improvements (#6700)

2022-10-21 15:11:18 -03:00

StringDecimalJsonConverter.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

TypeChangeJsonConverter.cs

Feature 5090 add api optimization methods (#6108)

2021-12-22 13:14:56 -03:00

Validate.cs

BUG #3021: Validate email addresses in NotificationEmail

2019-07-08 02:52:04 -04:00

WorkerThread.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -03:00

XElementExtensions.cs

Adds helper ConverTo<T> extension

2015-04-14 15:50:13 -04:00