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
@@ -46,7 +46,10 @@ class BasicTemplateOptionStrategyAlgorithm(QCAlgorithm):
        self.option_symbol = option.Symbol

        # set our strike/expiry filter for this option chain
-        option.SetFilter(-2, +2, timedelta(0), timedelta(180))
+        # SetFilter method accepts timedelta objects or integer for days.
+        # The following statements yeild the same filtering criteria
+        option.SetFilter(-2, +2, 0, 180)
+        # option.SetFilter(-2,2, timedelta(0), timedelta(180))

        # use the underlying equity as the benchmark
        self.SetBenchmark("GOOG")