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
This commit is contained in:
JosueNina
2025-12-31 08:11:46 -05:00
committed by GitHub
parent 2c0390fde3
commit 0854ab82da
51 changed files with 311 additions and 97 deletions
@@ -27,7 +27,7 @@ class OptionStrategyFactoryMethodsBaseAlgorithm(QCAlgorithm):
option = self.add_option("GOOG")
self._option_symbol = option.symbol
option.set_filter(-2, +2, 0, 180)
option.set_filter(lambda u: u.standards_only().strikes(-2, +2).expiration(0, 180))
self.set_benchmark("GOOG")