public void AddFutureOptionAddsUniverseSelectionModel() { var algo = new QCAlgorithm(); algo.SubscriptionManager.SetDataManager(new DataManagerStub(algo)); var underlying = algo.AddFuture("ES", Resolution.Minute, Market.CME); underlying.SetFilter(0, 365); algo.AddFutureOption(underlying.Symbol, _ => _); Assert.IsTrue(algo.UniverseSelection is OptionChainedUniverseSelectionModel); }