Closed AlexCatarino closed 2 weeks ago
If we select 0DTE options, we should get contracts every day.
If we select 0DTE options, we miss the Mondays:
New master changes the behavior for other expires, e.g.
option.SetFilter(lambda universe: universe.include_weeklys().expiration(3, 5))
N/A
backtest d608a3
master
Expected Behavior
If we select 0DTE options, we should get contracts every day.
Actual Behavior
If we select 0DTE options, we miss the Mondays:
New master changes the behavior for other expires, e.g.
Potential Solution
N/A
Reproducing the Problem
backtest d608a3
System Information
Checklist
masterbranch