Address peer review

Add NullGreeks class: keep ModeledGreeks as internal as possible
2024-09-26 11:49:47 -04:00
parent 80ef6a55f3
commit 8839ea0b14
14 changed files with 99 additions and 189 deletions
@@ -37,9 +37,9 @@ class OptionChainFullDataRegressionAlgorithm(QCAlgorithm):

        # Get the contract with the latest expiration date.
        # Note: the result of df.loc[] is a series, and its name is a tuple with a single element (contract symbol)
-        option_contract = contracts.loc[contracts['expiry'].idxmax()].name[0]
+        self._option_contract = contracts.loc[contracts['expiry'].idxmax()].name[0]

-        self._option_contract = self.add_option_contract(option_contract)
+        self.add_option_contract(self._option_contract)

    def on_data(self, data):
        # Do some trading with the selected contract for sample purposes