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
@@ -38,8 +38,11 @@ class BasicTemplateOptionTradesAlgorithm(QCAlgorithm):

        option = self.AddOption("GOOG")

-        # set our strike/expiry filter for this option chain
-        option.SetFilter(-2, +2, timedelta(0), timedelta(30))
+        # add the initial contract filter 
+        # SetFilter method accepts timedelta objects or integer for days.
+        # The following statements yeild the same filtering criteria
+        option.SetFilter(-2, +2, 0, 30)
+        # option.SetFilter(-2, +2, timedelta(0), timedelta(30))

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