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AddFutureOption api refactor
Expected Behavior
-
AddFutureOptionfollows theAddSecurity/Equity/Option/Future.. etcpattern
Actual Behavior
- Current implementation is
public void AddFutureOption(Symbol symbol, Func<OptionFilterUniverse, OptionFilterUniverse> optionFilter = null)
Potential Solution
- Add missing arguments in the expected order: resolution, fillForward, extended market hours,,
- Should default to the settings of the underlying if no argument was given
- If the settings of the FOP and the underlying are different should throw
- Remove the
optionFilterargument. Instead return a theOptionChainedUniverseSelectionModelinstance wrapped behind an interface which allows users to callSetFilteron it like forOption&Future. The selection model would use this filter when creating the new universes.-
AddUniverseOptionscould also return the wrappedOptionChainedUniverseSelectionModelinstance, but we can keep the option filter argument for it
-
Reproducing the Problem
N/A
System Information
N/A
Checklist
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- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue