C# (CSharp) QCAlgorithm.AddFutureOption示例

示例#1

文件： AlgorithmAddDataTests.cs 项目： vishalbelsare/Lean

        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);
        }