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Remove dynamic options filter behavior #7620

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jhonabreul
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@jhonabreul jhonabreul commented Dec 11, 2023

Description

Remove dynamic options filter behavior. Options filter are now apply only daily without regular reaplying depending on resolution.

Note: some algorithms stats changes because selection is a bit differen and the trades can be happening at slightly different times and/or with different contracts.

Related Issue

Part of #3083

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests and exisiting regression algorithms

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>

@jhonabreul jhonabreul force-pushed the feature-3083-non-dynamic-option-filter-by-default branch from b1ab15a to de8dce1 Compare December 11, 2023 18:25
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@Martin-Molinero Martin-Molinero left a comment

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Thank you! 👍

@jhonabreul jhonabreul changed the title Non-dynamic option filter by default Remove dynamic options filter behavior Dec 13, 2023
@jhonabreul jhonabreul force-pushed the feature-3083-non-dynamic-option-filter-by-default branch from 74ef876 to 8737519 Compare December 13, 2023 15:36
@Martin-Molinero Martin-Molinero merged commit 442dd77 into QuantConnect:master Dec 14, 2023
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@jhonabreul jhonabreul deleted the feature-3083-non-dynamic-option-filter-by-default branch December 14, 2023 16:29
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2 participants