Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe 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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
from QuantConnect.Securities.Option import OptionSymbol

class MeasuredTanParrot(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 27)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.equity_symbol = self.AddEquity("TSLA", Resolution.Minute).Symbol


    def OnData(self, data):
        # Ensure data is available for TSLA
        if not (data.ContainsKey(self.equity_symbol) and data[self.equity_symbol] is not None):
            return
        
        contracts = self.OptionChainProvider.GetOptionContractList(self.equity_symbol, data.Time)
        self.Debug(f"Contracts: {len(contracts)}")
        
        # Remove weekly expires
        contracts = [c for c in contracts if not OptionSymbol.IsWeekly(c)]
        
        self.Quit(f"Contracts after filtering: {len(contracts)}")