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AlexCatarino commented Nov 23, 2021

Expected Behavior

Know exactly why the algorithm was not able to add an option contract.

Actual Behavior

If there are no subscriptions, the data normalization mode is Raw, but, in fact, the problem is that there are no subscriptions for the underlying.

Potential Solution

In [QCAlgorithm.cs#L1812](


Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  • Updated Nov 10, 2021
  • Python
WenceslaoGrillo commented May 29, 2020

Some suggestions to make it easier to run the backend without the front end. Some of these suggestions might be *ix only:

  • a command line parameter to indicate that the back end should start with everything that is pending without waiting for a front end to be available in the browser.
  • some instruction to make it work as a daemon (Linux) or service (Windows) to gain independence from the te

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