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IndexOptionChainApisConsistencyRegressionAlgorithm.py 1.30 KB
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Jhonathan Abreu 提交于 2024-11-20 21:18 +08:00 . Fix 0DTE index options selection (#8418)
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from datetime import datetime
from AlgorithmImports import *
from OptionChainApisConsistencyRegressionAlgorithm import OptionChainApisConsistencyRegressionAlgorithm
### <summary>
### Regression algorithm asserting that the option chain APIs return consistent values for index options.
### See QCAlgorithm.OptionChain(Symbol) and QCAlgorithm.OptionChainProvider
### </summary>
class IndexOptionChainApisConsistencyRegressionAlgorithm(OptionChainApisConsistencyRegressionAlgorithm):
def get_test_date(self) -> datetime:
return datetime(2021, 1, 4)
def get_option(self) -> Option:
return self.add_index_option("SPX")
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