Refactor Options Greeks Research - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

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

Apache License 2.0

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Refactor Options Greeks Research #1882

Closed LouisSzeto closed 3 weeks ago

LouisSzeto commented 3 weeks ago

Description

Refactor Options Greeks historical indicator calculation in research environment

Related Issue

Motivation and Context

new Greeks indicators

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>