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
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
 
class TestGetOption(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 3, 1)
        self.SetEndDate(2018, 6, 1)
        self.SetCash(100000)
        self.AddEquity("NFLX", Resolution.Minute)
        self.dates = []

    def OnData(self,slice):
        date = self.Time.date()
        if date not in self.dates:
            contracts = self.OptionChainProvider.GetOptionContractList("NFLX", date)
            if not contracts:
                self.Debug(f"date: {date}, no contracts found")
            self.dates.append(date)