Hi all, 

Not too sure why my live trading - after it runs the algo and fits the criteria, it bought the options, but it didnt subsequently submitted the profit taking limit order in the algo. Can someone please assist with this. 

The following is the code i use to check if it should buy the call options or not. 

    def BuyCall(self,chains):
        self.S = self.Securities[self.equity].Close
        
        expiry = sorted(chains,key = lambda x: x.Expiry, reverse=True)[0].Expiry
        calls = [i for i in chains if i.Expiry == expiry and i.Right == OptionRight.Call]
        call_contracts = sorted(calls,key = lambda x: abs(x.Strike - x.UnderlyingLastPrice < 0))
        if len(call_contracts) == 0: 
            self.Debug("No Contracts Found") 
            return
        self.Log("Contracts Found!")
        self.call = call_contracts[0]
        self.K = self.call.Strike
        self.T = ((self.call.Expiry - self.Time).days)/(365)
        option_invested = [x.Key for x in self.Portfolio if x.Value.Invested and x.Value.Type==SecurityType.Option]
        if (option_invested):
            for i in range(len(option_invested)): 
               if (str(self.Portfolio[option_invested[i]].Symbol.Value) == str(self.call)):
                self.Log("Already bought the Contract")
                return
        if self.r is None: 
            history = self.History(USTreasuryYieldCurveRate, self.yieldCurveTwo, 60, Resolution.Daily)
            twoyear = history['twoyear'][-1]
            self.r = twoyear / 100
            self.Debug((f"| Previous Rates Used -- Succesful {self.Time} -- {self.r}"))
        self.option_price = self.BlackScholesCall(self.S, self.K, self.T, self.r, self.sigma)
        self.Log((f"| Option Price Calculated - Succesful {self.Time} [+]--  Contracts  {str(self.call)} || Stock @ {str(self.call.UnderlyingLastPrice)} Option Price BS @ {(self.option_price)} rates: {self.r} Option Price Market @ {self.call.AskPrice} DTE @ {(self.call.Expiry - self.Time).days}"))
        if self.call.AskPrice > self.option_price:
            self.Log((f"| Option too Expensive! {self.Time})"))
            return
        if self.call.AskPrice == 0: return    
        self.SetHoldings(self.call.Symbol, 0.5)
        quantity = self.Portfolio[self.call.Symbol].Quantity   # <-- quantity is zero and the following orders will be invalid
        if quantity != 0:
            self.LimitOrder(self.call.Symbol, -quantity, (self.call.AskPrice * self.Profit_Taking))
            self.Log ("\r+-------------")
            self.Log (f"| {self.Time} [+] Bought Contracts -- {str(self.call)}")
            self.Log(f"Order Quantity filled: {self.Portfolio[self.call.Symbol].Quantity}; Fill price: {self.Portfolio[self.call.Symbol].AveragePrice} Limit price: {self.call.AskPrice * self.Profit_Taking}")
            self.LastTime = self.Time.day
            self.Log ("\r+-------------")
        else: self.Log(f"| {self.Time} -- No Money")    
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