Skip to content

Use universe settings when adding derivatives#9309

Open
jhonabreul wants to merge 5 commits intoQuantConnect:masterfrom
jhonabreul:feature-7733-respect-derivatives-universe-settings
Open

Use universe settings when adding derivatives#9309
jhonabreul wants to merge 5 commits intoQuantConnect:masterfrom
jhonabreul:feature-7733-respect-derivatives-universe-settings

Conversation

@jhonabreul
Copy link
Collaborator

Description

Use resolution, fill forward and extended market hours settings from universe settings when adding derivative securities (options, index options, futures and future options)

Related Issue

Closes #7733

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Regression algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Use resolution, fill forward and extended market hours settings from universe settings when adding derivative securities (options, index options, futures and future options)
Copy link
Member

@Martin-Molinero Martin-Molinero left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thank you!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

Feature Request: Derivative Universes Utilize UniverseSettings

2 participants