JosueNina 76e01bbc42 Adds support for custom option pricing models (#9270) ...

* Initial solution

* Made Greeks a non-abstract class

* Add regression algorithms

* Solve review comments

* Minor fix

* Minor fix

* Remove unnecessary imports

* Fix issues with regression algorithms

* Solve review comments

2026-02-09 12:46:15 -03:00

..

Benchmarks

Enable parallel unit testing

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

Brokerages

Bybit - Allow placing orders of min size (#9261)

2026-02-03 14:55:38 -03:00

Commands

OrderCommand should use default order properties (#9274)

2026-02-09 09:37:15 -03:00

Data

Fix null reference un future contract. Adding tests (#9147)

2025-12-19 13:51:45 -03:00

Exceptions

Fix performance degradation on expirying assets (#9065)

2025-10-27 18:17:53 -03:00

Notifications

Remove unrequired notification rate limiter (#8870)

2025-07-14 11:40:23 -03:00

Orders

Add dYdX IoC Time In Force (#9226)

2026-01-15 17:20:11 -03:00

Packets

Rename Controls.StoragePermission -> Controls.StorageAccess (#8862)

2025-07-09 11:11:27 -04:00

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Python

Fix adding Python additional paths in research (#6699)

2022-10-21 12:11:10 -03:00

Scheduling

Improve schedule rules symbol handling (#8930)

2025-08-15 14:59:11 -03:00

Securities

Adds support for custom option pricing models (#9270)

2026-02-09 12:46:15 -03:00

Statistics

Fix trades drawdown calculation (#9249)

2026-01-30 15:46:41 -04:00

Storage

Throw exceptions when ObjectStore limits are exceeded in Research mode (#9060)

2025-10-27 10:16:25 -05:00

Util

Add GetInt64 StreamReader extension method (#9177)

2025-12-31 11:58:51 -04:00

AlgorithmConfigurationTests.cs

Normalize OutOfSampleMaxEndDate datetime format (#8935)

2025-08-18 18:44:25 -03:00

BaseExtendedDictionaryTests.cs

Add ExtendedDictionary implementations (#9096)

2025-11-28 16:03:02 -04:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

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

BrokerageNameTests.cs

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

CandlestickSeriesTests.cs

Minor chart improvements (#7744)

2024-02-02 17:27:37 -03:00

ChartTests.cs

Fix scatter chart point serialization (#7772)

2024-02-08 15:36:38 -03:00

CurrenciesTests.cs

Fix currency formatting (#7723)

2024-01-25 12:20:05 -03:00

DataMonitorReportTests.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

DocumentationAttributeTest.cs

Add documentation attribute (#6094)

2021-12-03 18:23:06 -03:00

ExchangeTest.cs

Minor Exchanges cleanup (#6100)

2021-12-06 19:27:27 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

ExtendedDictionary improvements (#8723)

2025-05-02 11:02:06 -04:00

HoldingTests.cs

Improve live trading streaming packets (#8584)

2025-02-13 18:40:55 -03:00

IsolatorLimitResultProviderTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

IsolatorTests.cs

Improve shutdown (#8335)

2024-09-19 19:32:29 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

NullTimeKeeper.cs

Improve consolidator scan (#7789)

2024-02-16 17:22:49 -03:00

OrderTargetsByMarginImpactTests.cs

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -03:00

OSTests.cs

Enable parallel unit testing

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

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Add live tick sale condition (#8883)

2025-07-22 16:17:16 -03:00

ScatterChartPointTests.cs

Fix warnings part 5 (#8105)

2024-06-26 10:11:36 -03:00

SeriesSamplerTests.cs

Fix disabled subsampling (#7656)

2024-01-02 20:54:19 -03:00

SeriesTests.cs

Minor chart improvements (#7744)

2024-02-02 17:27:37 -03:00

StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

QCAlgorithm's OptionChain() api refactor (#8334)

2024-10-04 12:26:15 -04:00

SymbolJsonConverterTests.cs

Increase option strike digits precision to 6 (#9086)

2025-11-18 16:23:29 -03:00

SymbolRepresentationTests.cs

Remove Future expiry date from data & use Bank Holidays For Expirations (#8580)

2025-10-24 17:18:20 -03:00

SymbolTests.cs

Increase option strike digits precision to 6 (#9086)

2025-11-18 16:23:29 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Fix start time calculation for daily requests (#8975)

2025-09-15 18:35:25 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00