self.get_multiplier

lumibot.strategies.strategy.Strategy.get_multiplier(self, chains, exchange='SMART')

Returns option chain for a particular exchange.

Using the chains dictionary obtained from get_chains finds all the multipliers for the option chains on a given exchange.

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:

Sorted list of dates in the form of 20221013.

Return type:

list of str

Example

>>> # Will return the multiplier for SPY
>>> asset = "SPY"
>>> multiplier = self.get_multiplier(asset)