This commit is contained in:
Jared
2020-02-12 14:23:52 -08:00
committed by GitHub
parent 9690acfd25
commit 382e27bde4
@@ -68,7 +68,7 @@ class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(OptionUniv
'''Defines the option chain universe filter'''
return (filter.Strikes(+1, +1)
# Expiration method accepts timedelta objects or integer for days.
# The following statements yeild the same filtering criteria
# The following statements yield the same filtering criteria
.Expiration(0, 7)
# .Expiration(timedelta(0), timedelta(7))
.WeeklysOnly()
@@ -93,4 +93,4 @@ class SingleSharePortfolioConstructionModel(PortfolioConstructionModel):
targets = []
for insight in insights:
targets.append(PortfolioTarget(insight.Symbol, insight.Direction))
return targets
return targets