However, in order to simulate reality, I need to automatically Liquidate() options once they are past their maturity. Specifically, the method that takes care of this is defined in a static class, simply to make the front-end code extremely readable and easy to use.
Clearly, the main method of any algorithm extends the QCAlgorithm, which is the only object that can Liquidate() assets.
I've tried everything I could think of but I can't succeed. I really would like to keep my code clean, so how can I achieve this?
For example:
public class MyAlgorithm : QCAlgorithm
{
public override void Initialize()
{
// all initialization code
}
}
public static class RandomClass
{
// how can I make this work:
Liquidate("ticker");
}