Universe selection will use Cache providers

2022-06-03 12:00:16 -03:00
parent 2f5adfe08a
commit 246395c1f1
30 changed files with 385 additions and 250 deletions
@@ -42,6 +42,7 @@ class OptionSplitRegressionAlgorithm(QCAlgorithm):

        if not self.Portfolio.Invested:
            if self.Time.hour > 9 and self.Time.minute > 0:
+                sorted_contracts = []
                for kvp in slice.OptionChains:
                    chain = kvp.Value
                    contracts = filter(lambda x: x.Strike == 650 and x.Right ==  OptionRight.Call, chain)