Add python SecurityCache.GetData method (#8724)

* Initial solution

* Fix regression algorithms
This commit is contained in:
JosueNina
2025-04-28 09:46:31 -05:00
committed by GitHub
parent 55b21cd714
commit cc38a6410f
10 changed files with 108 additions and 12 deletions
@@ -46,7 +46,7 @@ class OptionOpenInterestRegressionAlgorithm(QCAlgorithm):
raise ValueError("Regression test failed: open interest history request is empty")
security = self.securities[contract.symbol]
open_interest_cache = security.cache.get_data[OpenInterest]()
open_interest_cache = security.cache.get_data(OpenInterest)
if open_interest_cache == None:
raise ValueError("Regression test failed: current open interest isn't in the security cache")
if slice.time.date() == datetime(2014, 6, 5).date() and (contract.open_interest != 50 or security.open_interest != 50):