Adds BasicTemplateOptionsPriceModel

Show how to define an options price model and the available options. Tests whether the options contracts has a valid (non-zero) `Greeks.Delta`
2020-04-25 01:46:29 +01:00
parent 8eace12fb5
commit cc3f2416ff
3 changed files with 74 additions and 0 deletions
@@ -81,6 +81,7 @@
    <None Include="CustomPartialFillModelAlgorithm.py" />
    <Content Include="BasicTemplateConstituentUniverseAlgorithm.py" />
    <Content Include="BasicTemplateOptionsConsolidationAlgorithm.py" />
+    <None Include="BasicTemplateOptionsPriceModel.py" />
    <Content Include="Benchmarks\SECReportBenchmarkAlgorithm.py" />
    <Content Include="Benchmarks\SmartInsiderEventBenchmarkAlgorithm.py" />
    <Content Include="ConsolidateRegressionAlgorithm.py" />