The following code, identical to the solution, does not pass a Submit. Error given: “Looks like you didn't set the expiry filter for contracts expiring within 90 days...”. Would have sent to support, but the Send Support button didn't work. 

  1. class BootCampTask(QCAlgorithm):
  3.     def Initialize(self):
  4.         self.SetStartDate(2013, 12, 20) 
  5.         self.SetEndDate(2014, 2, 20) 
  6.         self.SetCash(1000000) 
  7.    
  8.         #1. Request Gold futures and save the gold security
  9.         self.gold = self.AddFuture(Futures.Metals.Gold) 
  10.         
  11.         #2. Set our expiry filter to return all contracts expiring within 90 days
  12.         self.gold.SetFilter(0, 90)
  13.

Author

Michael Rand

July 2022