wehub-resource-sync
34 lines
1.3 KiB
Python
34 lines
1.3 KiB
Python
# 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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from AlgorithmImports import *
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### <summary>
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### This algorithm is a regression test for issue #2018 and PR #2038.
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### </summary>
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class OptionDataNullReferenceRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2016, 12, 1)
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self.set_end_date(2017, 1, 1)
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self.set_cash(500000)
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self.add_equity("DUST")
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option = self.add_option("DUST")
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option.set_filter(self.universe_func)
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def universe_func(self, universe):
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return universe.include_weeklys().strikes(-1, +1).expiration(timedelta(25), timedelta(100))
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