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QuantConnect / Lean.DataSource.DerivativeUniverseGenerator

Apache License 2.0
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Create DerivativeUniverseGenerator Universe SDK Generator #1

Closed jaredbroad closed 1 day ago

Martin-Molinero commented 1 month ago

See https://github.com/QuantConnect/Lean/issues/6861, future universe would use this base generator sdk, but without greeks. 80% of the generator code would be the same, if securityType.IsOption -> add greeks