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Greeks calculation on expiration date #2344

Greeks calculation on expiration date

Greeks calculation on expiration date #2344

name: Report Generator Tests
on:
push:
branches: ['*']
tags: ['*']
pull_request:
branches: [master]
jobs:
build:
runs-on: ubuntu-20.04
steps:
- name: Checkout
uses: actions/checkout@v2
- name: Free space
run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
- uses: addnab/docker-run-action@v3
with:
image: quantconnect/lean:foundation
options: --workdir /__w/Lean/Lean -v /home/runner/work:/__w
shell: bash
run: |
# Build
dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
# Run Backtest
cd ./Launcher/bin/Release && dotnet QuantConnect.Lean.Launcher.dll && cd ../../../
# Run Report
cd ./Report/bin/Release && dotnet ./QuantConnect.Report.dll --backtest-data-source-file ../../../Launcher/bin/Release/BasicTemplateFrameworkAlgorithm.json --close-automatically true