AddOptionContract - throw if existing underlying equity not in Raw mode

Also added OptionChainProviderAlgorithm to regression test suite
2018-08-21 14:51:43 +02:00
parent 82edfcef2e
commit b4a2536b86
3 changed files with 11 additions and 9 deletions
@@ -41,6 +41,7 @@ class OptionChainProviderAlgorithm(QCAlgorithm):
        self.SetCash(100000)
        # add the underlying asset
        self.equity = self.AddEquity("GOOG", Resolution.Minute)
+        self.equity.SetDataNormalizationMode(DataNormalizationMode.Raw)
        # initialize the option contract with empty string
        self.contract = str()
        self.contractsAdded = set()