Jhonathan Abreu
760071a2f7
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* Revert parts of GH PR 8395 to fix 0DTE index options * Add regression algorithms * Cleanup * Cleanup
41 lines
1.5 KiB
C#
41 lines
1.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using QuantConnect.Securities.Option;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm asserting that the option chain APIs return consistent values for index options
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/// See <see cref="QCAlgorithm.OptionChain(Symbol)"/> and <see cref="QCAlgorithm.OptionChainProvider"/>
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/// </summary>
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public class IndexOptionChainApisConsistencyRegressionAlgorithm : OptionChainApisConsistencyRegressionAlgorithm
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{
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protected override DateTime TestDate => new DateTime(2021, 1, 4);
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protected override Option GetOption()
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{
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return AddIndexOption("SPX");
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}
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/// <summary>
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/// Data Points count of all timeslices of algorithm
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/// </summary>
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public override long DataPoints => 2862;
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}
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}
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