# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from datetime import datetime from AlgorithmImports import * from OptionChainApisConsistencyRegressionAlgorithm import OptionChainApisConsistencyRegressionAlgorithm ### ### Regression algorithm asserting that the option chain APIs return consistent values for index options. ### See QCAlgorithm.OptionChain(Symbol) and QCAlgorithm.OptionChainProvider ### class IndexOptionChainApisConsistencyRegressionAlgorithm(OptionChainApisConsistencyRegressionAlgorithm): def get_test_date(self) -> datetime: return datetime(2021, 1, 4) def get_option(self) -> Option: return self.add_index_option("SPX")