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Adds Overload to AddIndexOption (#8291)

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* Adds Overload to AddIndexOption

Simplify usage. We don't need to create/add the underlying explicitly, see AddIndexOption(string, Resolution, string, bool) overload.

* Addresses Peer-Review

- Default market is `null` instead of `Market.USA` allowing for `BrokerageModel` setup.
- `AddIndexOption` and `AddIndexOptionContract` methods now return `indexOption` objects.

* Fixes Logic Bug
This commit is contained in:
Alexandre Catarino
2024-09-04 14:30:05 +01:00
committed by GitHub
parent e81bcbb987
commit 3b588d04fb
3 changed files with 38 additions and 22 deletions
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Algorithm.Python/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.py
+2 -4
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@@ -25,14 +25,12 @@ class BasicTemplateSPXWeeklyIndexOptionsAlgorithm(QCAlgorithm):
self.set_end_date(2021, 1, 10)
self.set_cash(1000000)
self.spx = self.add_index("SPX").symbol
# regular option SPX contracts
self.spx_options = self.add_index_option(self.spx)
self.spx_options = self.add_index_option("SPX")
self.spx_options.set_filter(lambda u: (u.strikes(0, 1).expiration(0, 30)))
# weekly option SPX contracts
spxw = self.add_index_option(self.spx, "SPXW")
spxw = self.add_index_option("SPX", "SPXW")
# set our strike/expiry filter for this option chain
spxw.set_filter(lambda u: (u.strikes(0, 1)
# single week ahead since there are many SPXW contracts and we want to preserve performance