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Source option price model data from securities instead of slice (#9315)
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* Source option price model data from securities instead of slice

* Remove symbols caching and cleanup

* Cleanup
This commit is contained in:
Jhonathan Abreu
2026-03-04 10:25:14 -04:00
committed by GitHub
parent 04993e2e2a
commit cefa6341f4
7 changed files with 100 additions and 157 deletions
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Algorithm.Python/StringToSymbolImplicitConversionRegressionAlgorithm.py
+1 -1
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@@ -33,7 +33,7 @@ class StringToSymbolImplicitConversionRegressionAlgorithm(QCAlgorithm):
'''
ticket = self.market_order("PEPE", 1)
if ticket.status != OrderStatus.Invalid:
if ticket.status != OrderStatus.INVALID:
raise Exception(f"Expected order to be invalid since PEPE is not a valid ticker, but was {ticket.status}")
if not self.portfolio.invested: