Research Environment Option Greeks data - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

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

Apache License 2.0

173 stars 139 forks source link

Research Environment Option Greeks data #1655

Closed LouisSzeto closed 7 months ago

LouisSzeto commented 7 months ago

Description

Switch Research get Option Greeks data section from using QL model data to QC Indicators

Related Issue

Motivation and Context

easier and more flexible implementation, allow C# implementation.

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>