Colton Sellers 8edc89a4ff Feature Python Option Filtering Support (#4667) ...

* Support List and OptionFilterUniverse for Py filter

* Regression algorithm for testing

* Unit Tests

* Fix for process

* Tighten filters to reduce load on automated testing

* Address review v2

2020-09-02 21:38:16 -03:00

..

ConstantQLDividendYieldEstimator.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

ConstantQLRiskFreeRateEstimator.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

ConstantQLUnderlyingVolatilityEstimator.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

CurrentPriceOptionPriceModel.cs

Fixes 5 warnings with code CS1574

2017-05-18 17:05:09 +05:30

EmptyOptionChainProvider.cs

Refactor option chain providers

2017-08-02 22:43:15 +02:00

IOptionPriceModel.cs

Support for option strategies in API, QL option pricing models:

2016-09-20 17:14:25 +02:00

IQLDividendYieldEstimator.cs

Added new constructors to IBMapper class

2016-11-25 15:11:01 +01:00

IQLRiskFreeRateEstimator.cs

Added new constructors to IBMapper class

2016-11-25 15:11:01 +01:00

IQLUnderlyingVolatilityEstimator.cs

Added new constructors to IBMapper class

2016-11-25 15:11:01 +01:00

Option.cs

Feature Python Option Filtering Support (#4667)

2020-09-02 21:38:16 -03:00

OptionCache.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionDataFilter.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionExchange.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionFilterUniverse.cs

Feature Python Option Filtering Support (#4667)

2020-09-02 21:38:16 -03:00

OptionHolding.cs

SecurityHolding has a ref to an ICurrencyConverter

2018-12-04 17:06:56 -03:00

OptionMarginModel.cs

Revert GetBuyingPower removal

2020-02-24 14:06:16 -03:00

OptionPortfolioModel.cs

Update Common to respect CA1304 and CA1305

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

OptionPriceModelResult.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

OptionPriceModels.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

OptionStrategies.cs

Update Common to respect CA1304 and CA1305

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

OptionStrategy.cs

- Added support for basic initial/maintenance margin (selected contracts). Tests.

2016-10-02 18:18:07 +02:00

OptionSymbol.cs

Added IsWeekly function to class OptionSymbol and renamed existing IsStandardContract function to IsStandard

2020-04-27 18:31:44 +01:00

OptionSymbolProperties.cs

Fix quantity bug in option exercise/assignment

2017-08-30 14:25:02 +02:00

QLOptionPriceModel.cs

Update Common to respect CA1304 and CA1305

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