Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Sortino Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-3.617
Tracking Error
0.092
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class TestAlgorithm(QCAlgorithm): 
    def Initialize(self): 
        self.SetStartDate(2012, 12, 1)
        self.SetEndDate(2013, 2, 1)
        self.symbol = self.AddEquity("BRKB", Resolution.Daily).Symbol
        self.option = self.AddOption(self.symbol)
        self.option.SetFilter(-5, 5, 0, 3*180)
        
    def OnData(self, data): 
        contract_symbols = len(self.OptionChainProvider.GetOptionContractList(self.symbol, self.Time))
        if contract_symbols:
            self.Log(f"Contract available: {contract_symbols}")