Error when backtesting bull put spread

from AlgorithmImports import *

class BullPutSpreadStrategy(QCAlgorithm):

    def Initialize(self) -> None:

        self.SetStartDate(2018, 2, 1)

        self.SetEndDate(2024, 3, 5)

        self.SetCash(30000)

        self.longDelta  = 0.83

        self.shortDelta = 1.15

        option = self.AddOption("AAPL", Resolution.Daily)

        #equity = self.AddEquity("AAPL", Resolution.Daily)

        self.symbol = option.Symbol

        option.SetFilter(self.UniverseFunc)

        return universe.IncludeWeeklys().Strikes(-40, 40).Expiration(timedelta(120), timedelta(120))

Can anybody help please?

The error message you're seeing suggests that the 'BullPutSpreadStrategy' object does not have an attribute 'UniverseFunc'. This is likely because the 'UniverseFunc' method is not defined in your 'BullPutSpreadStrategy' class.

In the context of QuantConnect's LEAN engine, 'UniverseFunc' is a method that defines the universe of assets that the algorithm should consider for trading. This method is typically used in conjunction with the 'SetFilter' method of the Option object to specify the option contracts that the algorithm should consider.

Here is an example of how 'UniverseFunc' might be defined in Python:

def UniverseFunc(self, universe: OptionFilterUniverse) -> OptionFilterUniverse:
 return universe.IncludeWeeklys().Strikes(-15, 15).Expiration(timedelta(0), timedelta(31))

In this example, 'UniverseFunc' is a method that takes an 'OptionFilterUniverse' object as input and returns an 'OptionFilterUniverse' object. The method uses the 'IncludeWeeklys', 'Strikes', and 'Expiration' methods of the 'OptionFilterUniverse' object to specify the option contracts that the algorithm should consider.

You should ensure that a similar method is defined in your 'BullPutSpreadStrategy' class and is correctly linked to your Option object.

Source: QuantConnect Documentation

The error in your code is due to the incorrect indentation and placement of the UniverseFunc method. In Python, the method should be defined within the class and properly indented. Here is the corrected code:

from AlgorithmImports import *

class BullPutSpreadStrategy(QCAlgorithm):

    def Initialize(self) -> None:
        self.SetStartDate(2018, 2, 1)
        self.SetEndDate(2024, 3, 5)
        self.SetCash(30000)
        self.longDelta  = 0.83
        self.shortDelta = 1.15
        option = self.AddOption("AAPL", Resolution.Daily)
        self.symbol = option.Symbol
        option.SetFilter(self.UniverseFunc)

    def UniverseFunc(self, universe: OptionFilterUniverse) -> OptionFilterUniverse:
        return universe.IncludeWeeklys().Strikes(-40, 40).Expiration(timedelta(120), timedelta(120))

In this corrected code, the UniverseFunc method is defined within the BullPutSpreadStrategy class and is properly indented. This method is then passed to the SetFilter method of the Option object to specify the option contracts that the algorithm should consider.

Source: QuantConnect Documentation