Changes Basic Template Algorithms With Options and Futures to Show The New Overloads

Keeps the original overloads in the comments.
2020-02-12 16:49:44 +00:00
parent c802621543
commit 9690acfd25
19 changed files with 83 additions and 22 deletions
@@ -41,9 +41,12 @@ class BasicTemplateFuturesAlgorithm(QCAlgorithm):

        # Subscribe and set our expiry filter for the futures chain
        futureES = self.AddFuture(Futures.Indices.SP500EMini)
-        futureES.SetFilter(timedelta(0), timedelta(182))
-
        futureGC = self.AddFuture(Futures.Metals.Gold)
+
+        # set our expiry filter for this futures chain
+        # SetFilter method accepts timedelta objects or integer for days.
+        # The following statements yeild the same filtering criteria 
+        futureES.SetFilter(0, 182)
        futureGC.SetFilter(timedelta(0), timedelta(182))

        benchmark = self.AddEquity("SPY");