Chocksy/qc-options-framework

Issues

• PositionsStore is not able to reconstruct, because the custom _init does not have the correct input parameters.

  #52 opened 2 months ago by ffahimi
  0

• Seems that monitor is built mainly for spread orders, update for single leg orders.

  #49 opened 3 months ago by ffahimi
  0

• Fix live error on optionChainProviderFilter code

  #9 opened 3 months ago by Chocksy
  2

• Store the working orders and all positions into QC storage

  #25 opened 3 months ago by Chocksy
  0

• 0DTE Expiry showing up although it doesn't fall into the dte:dtewindow

  #23 opened 3 months ago by ffahimi
  1

• underlyingPriceAtClose wasn't so there must be a little bug

  #35 opened 3 months ago by ffahimi
  2

• The load positions results in an error when run the second time, because it tries to find Alpha.Order Strategy

  #40 opened 3 months ago by ffahimi
  2

• Add implied_volatility and delta and greeks to provideroptioncontract

  #42 opened 3 months ago by ffahimi
  0

• Add min_strike, max_strike and use the OptionsProvider to filter the options instead of option chain and universe

  #13 opened 3 months ago by Chocksy
  1

• ProviderOptionContract does not seem to support greeks for when slice:False

  #41 opened 3 months ago by ffahimi
  0

• Implement the usage of OptionsChain to filter by greeks in DataHandler

  #39 opened 4 months ago by Chocksy
  0

• add_future and future option using canonical

  #37 opened 4 months ago by ffahimi
  0

• Explore an implementation or expansion of the betaFillModel for combo limit orders

  #32 opened 4 months ago by Chocksy
  0

• Cancel all open orders when Runtime error happens

  #30 opened 4 months ago by Chocksy
  0

• Issue with ComboLimitOrder execution

  #1 opened 8 months ago by Chocksy
  3

• Issue with order being open on

  #24 opened 5 months ago by ffahimi
  1

• Add tests for general classes to make sure the framework does not degrade

  #14 opened 6 months ago by Chocksy
  0

• Have a parameter to turn off the SmartPricing execution

  #12 opened 6 months ago by Chocksy
  0

• Add a mechanism that checks for existing contracts

  #10 opened 6 months ago by Chocksy
  1

• Fix the issue of live algo restart after checkOpenPositions

  #4 opened 6 months ago by Chocksy
  0

• Implement the changes needed for universe selection of stocks

  #6 opened 6 months ago by Chocksy
  0

• Disable QC buying power model

  #7 opened 6 months ago by Chocksy
  0

• At end of day export the trades to the system cache to clear memory

  #5 opened 6 months ago by Chocksy
  0

• Restructure handling of working orders so the Alpha Base class gets simpler

  #3 opened 6 months ago by Chocksy
  0

• Increasing slowness when backtesting

  #2 opened 8 months ago by Chocksy
  0