Option strategy - Long butterfly

Hi, testing Long Butterfly on SPY.

  • Buy 1 ATM Call
  • Buy 1 ATM Put
  • Sell 1 OTM Call to decrease cost of Long Call
  • Sell 1 OTM Put to decrease cost of Long Put

Overall, it works as expected, but I'm getting a lot of errors like this. Does anybody know why and how to fix it?1181 | 05:18:56: Backtest Handled Error: The security with symbol 'SPY 180202P00266000' is marked as non-tradable.
1182 | 05:18:57: Backtest Handled Error: The security with symbol 'SPY 180202P00261000' is marked as non-tradable.
1183 | 05:18:58: Backtest Handled Error: SPY 180207P00255000: asset price is $0. If using custom data make sure you've set the 'Value' property.
1184 | 05:19:00: Backtest Handled Error: SPY 180209P00253500: asset price is $0. If using custom data make sure you've set the 'Value' property.
1185 | 05:19:00: Your algorithm messaging has been rate limited to prevent browser flooding.

Update Backtest

For OptionChainProvider, you need to wait until the next time step to receive the data after adding the contract with "AddOptionContract()". Therefore, the first time you place the order over the contract which was just added at the same time, there is the error message.


Update Backtest


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