self.get_chain#
- lumibot.strategies.strategy.Strategy.get_chain(self, chains, exchange='SMART')#
Returns option chain for a particular exchange.
Takes in a full set of chains for all the exchanges and returns on chain for a given exchange. The full chains are returned from get_chains method.
- Parameters:
chains (dictionary of dictionaries) – The chains dictionary created by get_chains method.
exchange (str optional) – The exchange such as SMART, CBOE. Default is SMART
- Returns:
Format: - Multiplier (str) eg: 100 - ‘Chains’ - paired Expiration/Strke info to guarentee that the stikes are valid for the specific
expiration date. Format:
chains[‘Chains’][‘CALL’][exp_date] = [strike1, strike2, …]
Expiration Date Format: 2023-07-31
- Return type:
dictionary of dictionary
Example
>>> # Will return the option chains for SPY >>> asset = "SPY" >>> chain = self.get_chain(asset)