Jhonathan Abreu

Results 17 comments of Jhonathan Abreu

`AlgorithmSettings.SeedInitialPrices` is false by default, opening this issue again until we can enable it by default (performance needs to be improved)

Although we did find a bug in BKI's map files, the general issue here is using `SecurityIdentifier.Symbol` as the ticker to add the option (`ticker = security.symbol.id.symbol` and `self.add_option(ticker, Resolution.DAILY)`)....

Closing from https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/pull/176

We don't support `FuturesChain` or `OptionChain` history requests. This is different than `FutureUniverse` and `OptionUniverse` requests which will give you the chains (see https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/OptionUniverseHistoryRegressionAlgorithm.py and https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/FutureUniverseHistoryRegressionAlgorithm.py). I'm labeling this one...

The minute data file for 20240801 for the contract has those values with bid > ask

`AlgorithmSettings.SeedInitialPrices` is false by default, opening this issue again until we can enable it by default (performance needs to be improved)

Backtesting will be free once data reflects fractional shares trades since we are modeling volume with decimals. Trade ticks and trade bars parse volume as decimals even though they currently...