Hello,
So I worked off of the Iron Condor applied options strategy and followed it pretty closely, it builds, and has no issues until I begin to backtest, where it says the following:
During the algorithm initialization, the following exception has occurred: AttributeError : 'IronCondorAlgorithm' object has no attribute 'UniverseFunc'
at Initialize in main.py:line 22
AttributeError : 'IronCondorAlgorithm' object has no attribute 'UniverseFunc'
I would attach the strategy, but doesn't seem to be an option besides sharing with an individual, and my backtests don't run so I can't share those.
Here's line 22, with surrounding lines
equity = self.AddEquity("SPY", Resolution.Minute)
option = self.AddOption("SPY",Resolution.Minute)
self.symbol = option.Symbol
option.SetFilter(self.UniverseFunc) #THIS IS LINE 21, NO LINE 22 ##COMMENTED OUT
Here's the universe function:
I copied it directly from the Applied Options strategy because the one I wrote wasn't working,
def UniverseFunc(self, universe):
return universe.IncludeWeeklys().Strikes(-15, 15).Expiration(timedelta(0), timedelta(40))
Please advise,
Zach
Eric Kirk
Run a backtest, even if it doesn't work theres a share tab at the bottom of the page where you can share the blacktest here.
Halldor Andersen
Hi Zach.
Welcome to QuantConnect. The Iron Condor strategy should also work with the ETF, SPY. Take a look at the backtest I've attached, where I replace the stock GOOG with the ETF, SPY. Good luck!
Zach Oakes
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