QuantConnect/Lean
Dec 2025 – Dec 2025
1 Month active
Languages Used
C#
Technical Skills
API DevelopmentC#Financial DataFinancial DerivativesFutures OptionsQuant Trading
Roman Yavnikov
PROFILE
Roman Yavnikov
Worked on expanding instrument coverage in the QuantConnect/Lean repository by adding support for Australian Dollar (6A) futures options and introducing expiry rules for several new CME futures currencies, including 6B, 6M, 6J, 6E, and 6C. Refactored the expiry logic to improve mapping accuracy and ensure correct expiration calculations, addressing previous gaps in FOP handling. Developed comprehensive tests in C# to validate the new instrument behaviors and expiry processes, enhancing reliability for quant trading and backtesting. Focused on robust API development and financial derivatives, these updates reduced mispricing risk and enabled broader, more accurate market coverage for clients.
Overall Statistics
Feature vs Bugs
100%Features
Repository Contributions
2Total
Bugs
0
Commits
2
Features
2
Lines of code
92
Activity Months1
Your Network
4612 peopleSame Organization
@users.noreply.github.com4593
Work History
December 2025
2 Commits • 2 Features
Dec 1, 2025December 2025: Expanded instrument coverage in QuantConnect/Lean with AUD 6A futures option support and new futures currencies (6B, 6M, 6J, 6E, 6C). Completed expiry-rule refactoring, added comprehensive tests, and fixed FOP expiration logic. These changes improve mapping accuracy, expiry calculations, and extend backtest/trading readiness for CME futures—driving broader market coverage and lower risk in instrument handling.
2 Commits • 2 Features
Dec 1, 2025December 2025: Expanded instrument coverage in QuantConnect/Lean with AUD 6A futures option support and new futures currencies (6B, 6M, 6J, 6E, 6C). Completed expiry-rule refactoring, added comprehensive tests, and fixed FOP expiration logic. These changes improve mapping accuracy, expiry calculations, and extend backtest/trading readiness for CME futures—driving broader market coverage and lower risk in instrument handling.
December 2025
Activity
Loading activity data...
Quality Metrics
Correctness95.0%
Maintainability90.0%
Architecture90.0%
Performance90.0%
AI Usage20.0%
Skills & Technologies
Programming Languages
C#
Technical Skills
API DevelopmentC#Financial DataFinancial DerivativesFutures OptionsQuant TradingQuantConnectTesting
Repositories Contributed To
Overview of all repositories you've contributed to across your timeline