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I'm trying to use an Option strategy example as a basic template, but I'm trying to reference Dividends -- and I have literally copied & pasted from the Dividends example -- and it's saying my dividends are refd before assignment. They arent. Can someone just show me how to reference dividend in ANY way, that would be great.
I can work in C# or Python, just any documentation beyond a picture of the Dividend class would be appreciated.
I also don't have a backtest to post -- if I did I wouldn't be on the damn forum.
Zach Oakes
Okay, solved dividend calculation -- however I'm not finding any way to filter (in universe selection). based on upcoming Ex div Date -- I saw one forum thread but it was unclear really a concrete answer... Is there a way to filter securities based on for ex an Ex Div date within the next 20 days, or something?
sorted( secList, lambda x: x.EvDivDate < timedelta(20)) etc.
Alexandre Catarino
Hi Zach Oakes
QuantConnect doesn't provide upcoming ex-dividend date at the moment, sorry.
We have created a GitHub issue to implement that feature:
Adds Upcoming Dividend/Split Event Information #3755
If you can find an external data source for this information, it can be implemented using the Importing Custom Data feature.
Zach Oakes
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