# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.## Licensed under the Apache License, Version 2.0 (the "License");# you may not use this file except in compliance with the License.# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0## Unless required by applicable law or agreed to in writing, software# distributed under the License is distributed on an "AS IS" BASIS,# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.# See the License for the specific language governing permissions and# limitations under the License.from AlgorithmImports import *### <summary>### This algorithm is a regression test for issue #2018 and PR #2038.### </summary>class OptionDataNullReferenceRegressionAlgorithm(QCAlgorithm):def initialize(self):self.set_start_date(2016, 12, 1)self.set_end_date(2017, 1, 1)self.set_cash(500000)self.add_equity("DUST")option = self.add_option("DUST")option.set_filter(self.universe_func)def universe_func(self, universe):return universe.include_weeklys().strikes(-1, +1).expiration(timedelta(25), timedelta(100))
此处可能存在不合适展示的内容,页面不予展示。您可通过相关编辑功能自查并修改。
如您确认内容无涉及 不当用语 / 纯广告导流 / 暴力 / 低俗色情 / 侵权 / 盗版 / 虚假 / 无价值内容或违法国家有关法律法规的内容,可点击提交进行申诉,我们将尽快为您处理。