Overall Statistics
Total Trades
7
Average Win
7.93%
Average Loss
-6.28%
Compounding Annual Return
10.284%
Drawdown
13.300%
Expectancy
0.131
Net Profit
3.436%
Sharpe Ratio
0.392
Probabilistic Sharpe Ratio
32.678%
Loss Rate
50%
Win Rate
50%
Profit-Loss Ratio
1.26
Alpha
0.13
Beta
0.156
Annual Standard Deviation
0.32
Annual Variance
0.103
Information Ratio
0.329
Tracking Error
0.478
Treynor Ratio
0.802
Total Fees
$9.25
Estimated Strategy Capacity
$16000000.00
Lowest Capacity Asset
OG XETIJTADEO4G|GC XFO1EI4768PP
from AlgorithmImports import *

class FutureOptionDataAlgorithm(QCAlgorithm):
    
    option_contract_by_underlying_future_contract = {}
    
    def Initialize(self):
        self.SetStartDate(2020, 1, 28)
        self.SetEndDate(2020, 6, 1)
        self.SetCash(100000)

        # Requesting data
        gold_futures = self.AddFuture(Futures.Metals.Gold, Resolution.Minute)
        gold_futures.SetFilter(0, 90)
        self.AddFutureOption(gold_futures.Symbol, lambda universe: universe.Strikes(-5, +5)
                                                                           .CallsOnly()
                                                                           .BackMonth()
                                                                           .OnlyApplyFilterAtMarketOpen())
        
    def OnData(self, data):
        for kvp in data.OptionChains:
            # Liquidate underlying Future contract after Option assignment
            underlying_future_contract = kvp.Key.Underlying
            if self.Portfolio[underlying_future_contract].Invested:
                self.Liquidate(underlying_future_contract)
                self.option_contract_by_underlying_future_contract.pop(underlying_future_contract)
            
            chain = kvp.Value
            chain = [contract for contract in chain if self.Securities[contract.Symbol].IsTradable]
            
            # Continue if chain is empty or already invested in an Option on this Futures contract
            if not chain or underlying_future_contract in self.option_contract_by_underlying_future_contract:
                continue

            # Select the Option contract with the lowest strike price
            contract = sorted(chain, key = lambda x: x.Strike)[0]
            
            self.MarketOrder(contract.Symbol, 1)
            self.option_contract_by_underlying_future_contract[kvp.Key.Underlying] = contract
        
        
    def OnSecuritiesChanged(self, changes):
        for security in changes.AddedSecurities:
            if security.Type == SecurityType.FutureOption:
                # Historical data
                history = self.History(security.Symbol, 10, Resolution.Minute)
                self.Debug(f"We got {len(history)} from our history request for {security.Symbol}")