Add CoveredPut and ProtectivePut strategies helper factory methods (#7297)

2023-06-07 10:01:49 -04:00
parent 5d148683b7
commit cb0661c79e
6 changed files with 397 additions and 0 deletions
@@ -58,6 +58,9 @@ class CoveredAndProtectiveCallStrategiesAlgorithm(QCAlgorithm):
                raise Exception(f"Expected position group to have 2 positions. Actual: {len(positions)}")

            optionPosition = [position for position in positions if position.Symbol.SecurityType == SecurityType.Option][0]
+            if optionPosition.Symbol.ID.OptionRight != OptionRight.Call:
+                raise Exception(f"Expected option position to be a call. Actual: {optionPosition.Symbol.ID.OptionRight}")
+
            underlyingPosition = [position for position in positions if position.Symbol.SecurityType == SecurityType.Equity][0]
            expectedOptionPositionQuantity = -2
            expectedUnderlyingPositionQuantity = 2 * self.Securities[self._option_symbol].SymbolProperties.ContractMultiplier