Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-20.527
Tracking Error
0.089
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class DeterminedLightBrownLlama(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2025, 4, 25)
        self.set_end_date(2025, 5, 25)
        self.set_cash(100000)
        self.add_option("AAPL").set_filter(lambda u: u.include_weeklys().expiration(0,0).strikes(-1,1))

    def on_data(self, data: Slice):
        for symbol, chains in data.option_chains.items():
            self.log(','.join([f'{x.symbol}: {x.open_interest}' for x in chains]))