public void AddFutureOptionContractNonEquityOption()
{
// Adds an option contract containing an underlying future contract.
// We test to make sure that the security returned is a specific option
// contract and with the future as the underlying.
var algo = new QCAlgorithm();
algo.SubscriptionManager.SetDataManager(new DataManagerStub(algo));
var underlying = algo.AddFutureContract(
Symbol.CreateFuture("ES", Market.CME, new DateTime(2021, 3, 19)),
Resolution.Minute);
var futureOptionContract = algo.AddFutureOptionContract(
Symbol.CreateOption(underlying.Symbol, Market.CME, OptionStyle.American, OptionRight.Call, 2550m, new DateTime(2021, 3, 19)),
Resolution.Minute);
Assert.AreEqual(underlying.Symbol, futureOptionContract.Symbol.Underlying);
Assert.AreEqual(underlying, futureOptionContract.Underlying);
Assert.IsFalse(underlying.Symbol.IsCanonical());
Assert.IsFalse(futureOptionContract.Symbol.IsCanonical());
}
/// <summary>
/// Creates and adds a new single <see cref="Future"/> contract to the algorithm
/// </summary>
/// <param name="symbol">The futures contract symbol</param>
/// <param name="resolution">The <see cref="Resolution"/> of market data, Tick, Second, Minute, Hour, or Daily. Default is <see cref="Resolution.Minute"/></param>
/// <param name="fillDataForward">If true, returns the last available data even if none in that timeslice. Default is <value>true</value></param>
/// <param name="leverage">The requested leverage for this equity. Default is set by <see cref="SecurityInitializer"/></param>
/// <returns>The new <see cref="Future"/> security</returns>
public Future AddFutureContract(Symbol symbol, Resolution resolution = Resolution.Minute, bool fillDataForward = true, decimal leverage = 0m)
{
return(_baseAlgorithm.AddFutureContract(symbol, resolution, fillDataForward, leverage));
}