Minor changes

QuantConnect · Nov 5, 2024 · 37cb9d3 · 37cb9d3
1 parent eae30eb
commit 37cb9d3
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Showing 2 changed files with 4 additions and 3 deletions.
diff --git a/Engine/DataFeeds/BacktestingChainProvider.cs b/Engine/DataFeeds/BacktestingChainProvider.cs
@@ -107,15 +107,16 @@ private IEnumerable<Symbol> GetOptionSymbols(Symbol canonicalSymbol, DateTime da
         {
             IHistoryProvider historyProvider = Composer.Instance.GetPart<IHistoryProvider>();
             var marketHoursDataBase = MarketHoursDatabase.FromDataFolder();
-            var marketHoursEntry = marketHoursDataBase.GetEntry(canonicalSymbol.ID.Market, canonicalSymbol, canonicalSymbol.SecurityType);
+            var optionUniverseType = typeof(OptionUniverse);
+            var marketHoursEntry = marketHoursDataBase.GetEntry(canonicalSymbol, new [] { optionUniverseType });
 
             date = date.Date;
             var previousTradingDate = Time.GetStartTimeForTradeBars(marketHoursEntry.ExchangeHours, date, Time.OneDay, 1,
                 extendedMarketHours: false, marketHoursEntry.DataTimeZone);
             var request = new HistoryRequest(
                 previousTradingDate,
                 date.AddDays(1),
-                typeof(OptionUniverse),
+                optionUniverseType,
                 canonicalSymbol,
                 Resolution.Daily,
                 marketHoursEntry.ExchangeHours,

diff --git a/Tests/Algorithm/AlgorithmChainsTests.cs b/Tests/Algorithm/AlgorithmChainsTests.cs
@@ -128,7 +128,7 @@ public void GetsMultipleFullDataOptionChainAsDataFrame([Values] bool flatten)
             var symbols = new[] { Symbols.GOOG, Symbols.SPX };
             using var dataFrame = _algorithm.OptionChains(symbols, flatten).DataFrame;
 
-            var expectedOptionChains = symbols.ToDictionary(x => x, x => _optionChainProvider.GetOptionContractList(x, date.Date).ToList());
+            var expectedOptionChains = symbols.ToDictionary(x => x, x => _optionChainProvider.GetOptionContractList(x, date).ToList());
             var chainsTotalCount = expectedOptionChains.Values.Sum(x => x.Count);
 
             if (flatten)