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Missing BasicTemplateFutureOptionsAlgorithm #5484

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4 tasks done
AlexCatarino opened this issue Apr 15, 2021 · 0 comments
Open
4 tasks done

Missing BasicTemplateFutureOptionsAlgorithm #5484

AlexCatarino opened this issue Apr 15, 2021 · 0 comments
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good first issue up for grabs

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@AlexCatarino
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@AlexCatarino AlexCatarino commented Apr 15, 2021

Expected Behavior

Lean should include a basic template for every security type.

Actual Behavior

Missing BasicTemplateFutureOptionsAlgorithm

Potential Solution

Add C# and Py BasicTemplateFutureOptionsAlgorithm. Since it's an Options algorithm, it should include Greeks and Implied Volatility. I think this GH issue might lead to others, because of the setting of VolatilityModel.

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  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
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@AlexCatarino @Martin-Molinero