Implement new abstraction of short option strategies - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

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Implement new abstraction of short option strategies #1652

Closed LouisSzeto closed 7 months ago

LouisSzeto commented 7 months ago

Description

Implement Short Call/Put Butterfly & Calendar Spread strategies by new abstraction in Lean

Related Issue

closes #1344 closes #1319

Motivation and Context

functionality in Lean

Types of changes

[ ] Bug fix (non-breaking change which fixes an issue)
[X] Refactor (non-breaking change which improves implementation)
[ ] New feature (non-breaking change which adds functionality)
[ ] Non-functional change (xml comments/documentation/etc)

Checklist:

[X] My code follows the code style of this project.
[X] I have read the CONTRIBUTING document.
[X] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>