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());
}
