self.get_chain

lumibot.strategies.strategy.Strategy.get_chain(self, chains: dict, exchange: str = 'SMART')

Return the portion of chains that corresponds to a single exchange.

Parameters

param chains:

Payload previously produced by get_chains().

type chains:

dict

param exchange:

Exchange identifier (for example "SMART" or "CBOE").

type exchange:

str

Returns

returns:

Mapping with the same keys as chains but narrowed to the requested exchange.

rtype:

dict

Examples

• Filter to SMART exchange

  chains = self.get_chains("SPY")
  smart_only = self.get_chain(chains, "SMART")
  print(smart_only["Exchange"])