Address review: Make CBOE implementation more consistent with BaseData
* Adds new TryParse methods to the Parse class
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@@ -39,5 +39,5 @@ class CachedAlternativeDataAlgorithm(QCAlgorithm):
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def OnData(self, data):
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vix = data.Get(CBOE, "VIX")
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self.Log(f"VIX: {self.Time}, {vix.Open}, {vix.High}, {vix.Low}, {vix.Close}")
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self.Log(f"{vix}")
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