Address review: Make CBOE implementation more consistent with BaseData

* Adds new TryParse methods to the Parse class
This commit is contained in:
Gerardo Salazar
2019-10-14 09:32:38 -07:00
parent 8797a47e3f
commit 7880cdf456
4 changed files with 107 additions and 7 deletions
@@ -39,5 +39,5 @@ class CachedAlternativeDataAlgorithm(QCAlgorithm):
def OnData(self, data):
vix = data.Get(CBOE, "VIX")
self.Log(f"VIX: {self.Time}, {vix.Open}, {vix.High}, {vix.Low}, {vix.Close}")
self.Log(f"{vix}")