Minor fix

QuantConnect · Sep 25, 2024 · 3336a7b · 3336a7b
1 parent 8bd8117
commit 3336a7b
Show file tree

Hide file tree

Showing 2 changed files with 5 additions and 5 deletions.
diff --git a/Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py b/Algorithm.Python/OptionChainFullDataRegressionAlgorithm.py
@@ -32,10 +32,10 @@ def initialize(self):
         # Demonstration using data frame:
         # Get contracts expiring within 10 days, with an implied volatility greater than 0.5 and a delta less than 0.5
         contracts = [
-            # Index is a tuple (symbol, date)
-            index[0]
-            for index, contract_data in option_chain.data_frame.iterrows()
-            if index[0].id.date - self.time <= timedelta(days=10) and contract_data["impliedvolatility"] > 0.5 and contract_data["delta"] < 0.5
+            symbol
+            # Index is a tuple and the first element is the symbol
+            for (symbol,), contract_data in option_chain.data_frame.iterrows()
+            if symbol.id.date - self.time <= timedelta(days=10) and contract_data["impliedvolatility"] > 0.5 and contract_data["delta"] < 0.5
         ]
 
         # Get the contract with the latest expiration date

diff --git a/Common/QuantConnect.csproj b/Common/QuantConnect.csproj
@@ -35,7 +35,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.39" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.38" />
     <PackageReference Include="CloneExtensions" Version="1.3.0" />
     <PackageReference Include="fasterflect" Version="3.0.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />