The following code, identical to the solution, does not pass a Submit. Error given: “Looks like you didn't set the expiry filter for contracts expiring within 90 days...”. Would have sent to support, but the Send Support button didn't work. 

class BootCampTask(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2013, 12, 20)
self.SetEndDate(2014, 2, 20)
self.SetCash(1000000)

#1. Request Gold futures and save the gold security
self.gold = self.AddFuture(Futures.Metals.Gold)

#2. Set our expiry filter to return all contracts expiring within 90 days
self.gold.SetFilter(0, 90)