I found this while poking around where there's a method to implement a Bull Credit Spread. It seems to be written in C#. Is there a way to implement it in Python???? Forgive my newbiness!!!
https://www.quantconnect.com/lean/documentation/topic27730.html
Shile Wen
Hi Brian,
Most C# methods in QuantConnect can be called using Python as is (one exception is for methods that belong to the QCAlgorithm class, in which case self. needs to be included before the method). Furthermore, please find an example of using OptionStrategies.BullPutSpread in the attached backtest.
Best,
Shile Wen
Shile Wen
Hi .ekz.
Sorry about the wait. Please elaborate on what you mean when you say this doesn't occur in real life, and possibly explain what would happen instead.
Best,
Shile Wen
Brian Haught
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