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Description
When you set the useSlice:False, then the provideroptioncontract is not able to handle greeks. Following error is an example:
Runtime Error: 'ProviderOptionContract' object has no attribute 'greeks'
at delta
return contract.greeks.delta
^^^^^^^^^^^^^^^
in ContractUtils.py: line 200
at
log_message += f"Delta: {[round(self.contractUtils.delta(c), 2) for c in contracts]}"
^^^^^^^^^^^^^^^^^^^^^^^^^^^
in LimitOrderHandlerWithCombo.py: line 278
at logOrderExecution
log_message += f"Delta: {[round(self.contractUtils.delta(c), 2) for c in contracts]}"
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
in LimitOrderHandlerWithCombo.py: line 278
at makeLimitOrder
self.logOrderExecution(position, order, newLimitPrice)
in LimitOrderHandlerWithCombo.py: line 128
at call
self.makeLimitOrder(position, order)
in LimitOrderHandlerWithCombo.py: line 73
at Execute
self.limitOrderHandler.call(position, order)
in Base.py: line 99 (Open Stack Trace)