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)