QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect
https://www.quantconnect.com/docs/v2/
Apache License 2.0
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Option Indicator Example Algorithms Throw Errors #1641

Closed DerekMelchin closed 7 months ago

DerekMelchin commented 8 months ago

Expected Behavior

The example algorithms in https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/gamma#02-Using-G-Indicator run without error.

Actual Behavior

Runtime Error: 'int' object has no attribute 'Current'
  at OnData
    self.Plot("Gamma" in main.py: line 19

Checklist

DerekMelchin commented 8 months ago

The example in Using D Indicator now throws

Runtime Error: Value was either too large or too small for a Decimal. in OptionGreekIndicatorsHelper.cs:line 145 (Open Stack Trace)

LouisSzeto commented 7 months ago

This only happened when the greek indicator was updated after the contract expiry.