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When operating futures backtesting, I have the following code, I wonder how to get the underlying of the symbol in invested Portfolio.
I think maybe I can get the FutureContract object from the symbol, then get the underlying from FutureContract object, but I don't know how.
Any help is appreciated.
Share New Research 
invested:list[Symbol] = [x.Key for x in self.Portfolio if x.Value.Invested]
for symbol in invested:
# here I want to get the underlying of symbol
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Nico Xenox
Hey Li Mike,
what do you mean by the underlying of a futures contract? A futures contract has not an underlying symbol. Let us use for example gold:
Â
For this, you will have to do something like this:
Hope it helps ;)
Li Mike
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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