Default option filter now includes weeklies to prevent empty chains (#9162)

* Return weekly contracts if no standard contracts exist * Fix unit and regression tests * Centralize default expiration type flags * Add ExcludeWeeklys() method * Mark IncludeWeeklys() as obsolete since weeklies are now default
2025-12-31 08:11:46 -05:00
parent 2c0390fde3
commit 0854ab82da
51 changed files with 311 additions and 97 deletions
@@ -34,7 +34,7 @@ class BasicTemplateOptionsAlgorithm(QCAlgorithm):
        self.option_symbol = option.symbol

        # set our strike/expiry filter for this option chain
-        option.set_filter(lambda u: (u.strikes(-2, +2)
+        option.set_filter(lambda u: (u.standards_only().strikes(-2, +2)
                                     # Expiration method accepts TimeSpan objects or integer for days.
                                     # The following statements yield the same filtering criteria
                                     .expiration(0, 180)))