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Option Strategy Filters for Jelly Roll and Ladder #8150

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LouisSzeto
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Description

Add option universe strategy filters for Jelly Roll and Ladder

Related Issue

Motivation and Context

Newly merged option strategy helpers

Requires Documentation Change

Add page in corresponding option strategy pages

How Has This Been Tested?

unit tests
regression tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@LouisSzeto LouisSzeto changed the title Option STrategy Filter for Jelly Roll and Ladder Option Strategy Filters for Jelly Roll and Ladder Jul 5, 2024
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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 6185a4c into QuantConnect:master Jul 5, 2024
7 checks passed
@LouisSzeto LouisSzeto deleted the feature-jelly-roll-ladder-filter-universe branch July 8, 2024 12:35
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2 participants