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Minor test changes
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jhonabreul committed Jan 5, 2024
1 parent 3a3d304 commit 317d025
Showing 1 changed file with 6 additions and 6 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -93,11 +93,11 @@ public void StressTest()
/// </remarks>
protected override List<SubscriptionDataConfig> GetConfigs(Resolution resolution = Resolution.Second)
{
var spyOptions = new[] { 463m, 464m, 465m, 466m, 467m }
var spyOptions = new[] { 465m, 466m, 467m, 468m, 469m }
.Select(strike =>
{
var symbol = Symbol.CreateOption(Symbols.SPY, Market.USA, OptionStyle.American, OptionRight.Call, strike,
new DateTime(2023, 12, 18));
new DateTime(2024, 01, 05));
return new[]
{
GetSubscriptionDataConfig<TradeBar>(symbol, resolution),
Expand All @@ -106,11 +106,11 @@ protected override List<SubscriptionDataConfig> GetConfigs(Resolution resolution
})
.SelectMany(x => x);

var aaplOptions = new[] { 195m, 197.5m, 200m, 202.5m, 205m }
var spxOptions = new[] { 4675m, 4680m, 4685m, 4690m, 4695m }
.Select(strike =>
{
var symbol = Symbol.CreateOption(Symbols.AAPL, Market.USA, OptionStyle.American, OptionRight.Call, strike,
new DateTime(2023, 12, 15));
var symbol = Symbol.CreateOption(Symbols.SPX, "SPXW", Market.USA, OptionStyle.American, OptionRight.Call, strike,
new DateTime(2024, 01, 05));
return new[]
{
GetSubscriptionDataConfig<TradeBar>(symbol, resolution),
Expand All @@ -119,7 +119,7 @@ protected override List<SubscriptionDataConfig> GetConfigs(Resolution resolution
})
.SelectMany(x => x);

return spyOptions.Concat(aaplOptions).ToList();
return spyOptions.Concat(spxOptions).ToList();
}
}
}

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