From 5ffc5107f4f811b29566db15aeefd0e266317047 Mon Sep 17 00:00:00 2001 From: Jhonathan Abreu Date: Mon, 6 Jan 2025 12:46:42 -0400 Subject: [PATCH] Use daily strict end times for greeks calculations --- Lean.DataSource.DerivativeUniverseGenerator/Program.cs | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/Lean.DataSource.DerivativeUniverseGenerator/Program.cs b/Lean.DataSource.DerivativeUniverseGenerator/Program.cs index ebc7551..f0683a1 100644 --- a/Lean.DataSource.DerivativeUniverseGenerator/Program.cs +++ b/Lean.DataSource.DerivativeUniverseGenerator/Program.cs @@ -73,8 +73,7 @@ protected virtual void MainImpl(string[] args, string[] argNamesToIgnore = null) var dataCacheProvider = new ZipDataCacheProvider(dataProvider); var historyProvider = new HistoryProviderManager(); var parameters = new HistoryProviderInitializeParameters(null, api, dataProvider, dataCacheProvider, mapFileProvider, - factorFileProvider, (_) => { }, true, new DataPermissionManager(), null, - new AlgorithmSettings() { DailyPreciseEndTime = securityType == SecurityType.IndexOption }); + factorFileProvider, (_) => { }, true, new DataPermissionManager(), null, new AlgorithmSettings()); historyProvider.Initialize(parameters); var timer = new Stopwatch();