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Ari started the discussion Expired options remain in portfolio
I am noticing in my backtest that options that are expired remain in Portfolio and are 'Invested'....
Ari started the discussion Report generation fails with null underlying for option orders
I am trying to run the Lean Report generator locally from a json report downloaded from a run done...
Ari started the discussion How to properly detect missing option data
In my strategy, I check to see if there is an option chain for a symbol before doing any logic that...
Ari started the discussion Incorrect IB Option Fee Calculation
I noticed my backtest was reporting fees a lot lower than I expected. It only trades options and...
Ari started the discussion Is there a design reason why QLOptionPriceModel is not public?
I would like to override the default estimators with different values but QLOptionPriceModel is...
0Parameters
0Security Types
2Tradeable Dates
Ari started the discussion Expired options remain in portfolio
I am noticing in my backtest that options that are expired remain in Portfolio and are 'Invested'....
Ari started the discussion Report generation fails with null underlying for option orders
I am trying to run the Lean Report generator locally from a json report downloaded from a run done...
Ari started the discussion How to properly detect missing option data
In my strategy, I check to see if there is an option chain for a symbol before doing any logic that...
Ari started the discussion Incorrect IB Option Fee Calculation
I noticed my backtest was reporting fees a lot lower than I expected. It only trades options and...
Ari started the discussion Is there a design reason why QLOptionPriceModel is not public?
I would like to override the default estimators with different values but QLOptionPriceModel is...
Ari started the discussion Web/REST API specification / Pass backtest parameters
Two questions that I can't seem to find answers to:
Ari started the discussion Increasing slowness with large universe/option backtests
I have been running an option only strategy and have noticed for some time that trades from late...
Ari started the discussion Order status in JSON results and orders csv showing canceled instead of partially filled
I noticed in my backtest results, that where previously when I saw the status as 'Canceled' that...
Ari started the discussion Add fees to backtest result order data
I am wondering if there is interest and how difficult it would be to add the fee value to the order...
Ari started the discussion User chart data not showing up in backtest results pulled via API
As I would like to use the API more and logs are not available through API, I moved some metrics I...
Ari left a comment in the discussion HOME, Daily The issue starts from May 1st, 2014; and continues until Aug 4th, 2016
I figured, but if in a backtest you add HOME either explicitly or via universe selection, and the...
Ari left a comment in the discussion User chart data not showing up in backtest results pulled via API
Python API
Ari left a comment in the discussion User chart data not showing up in backtest results pulled via API
This was not through a research notebook on QC. Simply used the python QC API and called...
Ari left a comment in the discussion Add fees to backtest result order data
Ari left a comment in the discussion Order status in JSON results and orders csv showing canceled instead of partially filled
That was my assumption and part of my original question. If you specified partially filled I feel...
Ari left a comment in the discussion HOME, Daily The issue starts from May 1st, 2014; and continues until Aug 4th, 2016
Thanks for the detailed explanation!
4 years ago