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如何在算法中获取期权链的历史数据？
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Mia Alissi
在QuantConnect中，您可以使用
History方法来获取期权链的历史数据。以下是一些Python代码示例：如果在您请求的期间内没有数据，历史结果将为空。
有关在算法中获取历史数据的更多信息，请参阅历史请求。
请注意，以上代码示例适用于获取美国股票期权、美国期货期权和美国指数期权的历史数据。
来源：
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
HONGYUZHANG
我如何遍历全部合约？
Mia Alissi
在QuantConnect中，您可以通过
Slice对象遍历所有合约。以下是一些Python代码示例：这段代码将遍历所有的期权链，并对每个链中的每个合约进行处理。
如果您正在处理期货，可以使用类似的方法：
这段代码将遍历所有的期货链，并对每个链中的每个合约进行处理。
来源：
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
HONGYUZHANG
我需要做的事是获取历史上某一天的期权链，从期权链中寻找符合条件的合约，获取合约的隐含波动率。所以我不能事先知道符合条件的合约编号，第二我必须在算法时间之前的某一天获取当时的期权链
Mia Alissi
在QuantConnect中，您可以使用
GetOptionHistory方法获取历史期权链数据。以下是一个Python代码示例：在这个例子中，我们首先添加了一个期权（在这种情况下是谷歌的期权），然后设置了一个过滤器来限制我们感兴趣的期权。然后，我们使用
GetOptionHistory方法获取特定日期范围内的历史数据。然后，您可以遍历历史数据，查找符合您条件的合约。一旦找到这样的合约，您可以使用
ImpliedVolatility成员来获取其隐含波动率。以下是一个Python代码示例：在这个例子中，我们首先从
Slice对象中获取期权链，然后从该链中获取我们感兴趣的合约。然后，我们使用ImpliedVolatility成员来获取该合约的隐含波动率。请注意，以上代码示例适用于获取美国股票期权、美国期货期权和美国指数期权的历史数据和隐含波动率。
来源：
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
HONGYUZHANG
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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