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Improve performance of OptionChain (#8359)
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- Improve performance of OptionChain by creating a single pandas df
This commit is contained in:
Martin-Molinero
2024-10-04 20:03:53 -03:00
committed by GitHub
parent e16b27f089
commit 0a2c05ab1e
5 changed files with 84 additions and 22 deletions
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Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py
+1 -1
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@@ -37,7 +37,7 @@ class OptionChainFullDataRegressionAlgorithm(QCAlgorithm):
# Get the contract with the latest expiration date.
# Note: the result of df.loc[] is a series, and its name is a tuple with a single element (contract symbol)
self._option_contract = contracts.loc[contracts.expiry.idxmax()].name[0]
self._option_contract = contracts.loc[contracts.expiry.idxmax()].name
self.add_option_contract(self._option_contract)