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Commits on Dec 29, 2025

• Update net10

  Martin-Molinero

  committed
  3c97313

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Commits on Dec 8, 2025

• Replace RestSharp with built in HttpClient (#38)

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  jhonabreul

  authored
  04aeb4b

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Commits on Sep 17, 2025

• Handle missing daily index data (#37)

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  Martin-Molinero

  authored
  664990f

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Commits on Jul 11, 2025

• Change universe fix entries sorting (#36)

  jhonabreul

  authored
  9f42c31

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Commits on Feb 13, 2025

• Fix for symbol config name (#33)

  jhonabreul

  authored
  da087f2

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Commits on Feb 11, 2025

• Add config for custom vix futures chain provider (#32)

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  jhonabreul

  authored
  787e70c

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Commits on Feb 5, 2025

• General changes and cleanup (#31)

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  jhonabreul

  authored
  c78ad86

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• Improve logs for IndexHistoryProvider (#30)

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  jhonabreul

  authored
  e1b8896

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Commits on Feb 3, 2025

• Clean up project files (#29)

  jhonabreul

  authored
  b9f7406

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• Fix IV interpolator quote bars creation (#28)

  jhonabreul

  authored
  0fe0372

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Commits on Jan 31, 2025

• Feed bars to greeks indicators (#27)

  jhonabreul

  authored
  48fbb64

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Commits on Jan 28, 2025

• Skip process failure if no data found but market is closed (#26)

  jhonabreul

  authored
  f50f594

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Commits on Jan 27, 2025

• Add config to process specific symbols (#25)

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  jhonabreul

  authored
  7d05563

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Commits on Jan 21, 2025

• Update OptionUniverse.CsvHeader call for new signature (#24)

  jhonabreul

  authored
  24bc46b

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• Allow FOPs universe file generation when missing underlying data (#23)

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  jhonabreul

  authored
  5fdf7e2

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Commits on Jan 6, 2025

• Use daily strict end times for greeks calculations (#22)

  jhonabreul

  authored
  863d3a0

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Commits on Jan 3, 2025

• Improve symbols chain fetching from files (#21)

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  jhonabreul

  authored
  c67b54f

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Commits on Jan 2, 2025

• Reference Lean projects (#20)

  jhonabreul

  authored
  7f9135a

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Commits on Dec 31, 2024

• Add Futures universe generator project reference to root project (#19)

  jhonabreul

  authored
  65e3d6f

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Commits on Dec 26, 2024

• Universe files generation for multiple markets (#18)

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  jhonabreul

  authored
  4051f19

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Commits on Dec 24, 2024

• Futures and FOPs universe files generation (#17)

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  jhonabreul

  authored
  05ea1a4

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Commits on Dec 23, 2024

• Update to net9 (#16)

  Martin-Molinero

  authored
  ca58af0

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Commits on Dec 13, 2024

• Merge pull request #15 from jhonabreul/bug-update-lean

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  jhonabreul

  authored
  30c7cc5

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• Add GreeksHolder class to fix compilation error

  jhonabreul

  committed
  4fc490c

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Commits on Sep 5, 2024

• Use new OptionUniverse ToCsv method (#14)

  jhonabreul

  authored
  2a12d85

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Commits on Aug 13, 2024

• Merge pull request #13 from jhonabreul/bug-fix

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  jhonabreul

  authored
  b6021d9

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• Variables renaming

  jhonabreul

  committed
  99396a7

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• Fix: Convert history requests time range to UTC

  jhonabreul

  committed
  256d3c0

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• Ignore canonicals with no contracts (#12)

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  jhonabreul

  authored
  9348330

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Commits on Aug 9, 2024

• Merge pull request #11 from LouisSzeto/iv-interpolation

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  jhonabreul

  authored
  49ddb74

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• Minor change

  jhonabreul

  committed
  8450f55

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• Minor changes to comply with latest Lean changes in option pricing numerical models

  jhonabreul

  committed
  bef9c11

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Commits on Aug 8, 2024

• Merge after pull

  jhonabreul

  committed
  8db9f51

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• Minor changes

  jhonabreul

  committed
  46807e7

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• Fixes and improvements

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  jhonabreul

  committed
  444e38a

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