Hi

I wish to set up lean to backtest NSE options strategy.

https://github.com/QuantConnect/Lean/tree/master/Data/option

-The documentation says that we currently support US options. I hope that it is only because quantconnect has data for US options.

-How do I set the currency as INR?

-How do I set timezone (+5:30)

-How does setfilter works? Will it look for the existence of different csv in zip?

-Is there any reference data and How to set it?


 

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