Hi
I was trying to get the examples working at ‘
’. Both examples just throw errors when I copy and try to run them. What should I change to get them working?
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Options examples difficult to get working
Newoptionz | Stephen Williams | July 2022
QuantConnect™ 2025. All Rights Reserved
Nico Xenox
Hi Newoptionz
Did you try to add this at the top?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Newoptionz
Nico Xenox
Thanks, I see ‘from AlgorithmImports import *’ is there, the error it is throwing is
‘ def __init__(self in main.py: line 24
name 'dateime' is not defined Stack Trace: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/project/main.pyc. AlgorithmPythonWrapper(): name 'dateime' is not defined
at EarliestExpiringWeeklyAtTheMoneyCallOptionUniverseSelectionModel’
I tried adding ‘import datetime’
Then the error is [ERROR] FATAL UNHANDLED EXCEPTION:Loader.TryCreatePythonAlgorithm(): System.Exception: AlgorithmPythonWrapper(): name 'dateime' is not defined, at EarliestExpiringWeeklyAtTheMoneyCallOptionUniverseSelectionModel, def __init__(self in main.py: line 24, name 'dateime' is not defined, at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 146, at QuantConnect.AlgorithmFactory.Loader.TryCreate
So looking up ‘datetime’ now.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Yuri Lopukhov
Note that error message references “dateime“ not ”datetime”, so check if the code contains same typo.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Newoptionz
Yuri Lopukhov
Thanks, good catch.
I tried again and now Example1 works, but example2 still throws the ‘dateime’ error.
Note it is saying
[ERROR] FATAL UNHANDLED EXCEPTION:Loader.TryCreatePythonAlgorithm(): System.Exception: AlgorithmPythonWrapper(): name 'dateime' is not defined, at EarliestExpiringWeeklyAtTheMoneyCallOptionUniverseSelectionModel, def __init__(self in main.py: line 25, name 'dateime' is not defined, at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/AlgorithmFactory/
So I think it is seeing ‘dateime’ in ‘EarliestExpiringWeeklyAtTheMoneyCallOptionUniverseSelectionModel’.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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