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
@@ -67,7 +67,10 @@ class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(OptionUniv
    def Filter(self, filter):
        '''Defines the option chain universe filter'''
        return (filter.Strikes(+1, +1)
-                      .Expiration(timedelta(0), timedelta(7))
+                      # Expiration method accepts timedelta objects or integer for days.
+                      # The following statements yeild the same filtering criteria
+                      .Expiration(0, 7)
+                      # .Expiration(timedelta(0), timedelta(7))
                      .WeeklysOnly()
                      .PutsOnly()
                      .OnlyApplyFilterAtMarketOpen())