Regression tests updates after rebasing from master

This commit is contained in:
Jhonathan Abreu
2024-08-14 15:33:54 -04:00
parent f996df7348
commit f4e826fb59
14 changed files with 15 additions and 15 deletions
@@ -52,8 +52,8 @@ class OptionIndicatorsMirrorContractsRegressionAlgorithm(QCAlgorithm):
self.rho.implied_volatility.set_smoothing_function(smoothing_func)
def on_end_of_algorithm(self):
if self.implied_volatility.current.value == 0 or self.delta.current.value == 0 or self.gamma.current.value == 0 \
or self.vega.current.value == 0 or self.theta.current.value == 0 or self.rho.current.value == 0:
if not self.implied_volatility.is_ready or not self.delta.is_ready or not self.gamma.is_ready \
or not self.vega.is_ready or not self.theta.is_ready or not self.rho.is_ready:
raise Exception("Expected IV/greeks calculated")
self.debug(f"""Implied Volatility: {self.implied_volatility.current.value},