almost finished schwab, testing

.github/copilot-instructions.md

@@ -0,0 +1,9 @@
+# Instructions for Copilot
+
+Important: remember to add unit tests for any new functionality you add.
+This is mission critical code, so we need to ensure that it works as expected and doesn't break anything.
+
+You can find the tests in the `tests` directory and be compatible with pytest.
+You can run the tests with `pytest` and check the coverage with `pytest --cov`.
+
+We need a high level of test coverage, so please make sure to add tests for any new functionality you add. Additionally, ensure that all tests are well-documented and follow best practices.

.gitignore

@@ -47,3 +47,4 @@ data/SRNE_Minute.csv
 *.tmp
 .env
 token.json
+schwab_token.json

docsrc/entities.chains.rst

@@ -0,0 +1,63 @@
+Chains Entity
+=============
+
+``Chains`` represents the complete option-chain snapshot returned by
+``Strategy.get_chains()``.  It behaves like a mapping but adds convenience
+helpers so you can focus on trading logic instead of dictionary plumbing.
+
+At a glance
+-----------
+
+.. code-block:: python
+
+    spy_chains = self.get_chains(Asset("SPY"))  # -> Chains
+
+    # Quick introspection
+    print(spy_chains)          # <Chains exchange=SMART multiplier=100 expirations=30 calls=5000 puts=5000>
+
+    # Basic data access -------------------------------------------------
+    expiries   = spy_chains.expirations()           # list[str] of CALL expirations
+    put_dates  = spy_chains.expirations("PUT")      # list[str] of PUT expirations
+    strikes_atm = spy_chains.strikes(expiries[0])   # strikes list for first expiry, CALL side by default
+
+    # Calculate an at-the-money strike
+    underlying_px = self.get_last_price("SPY")
+    atm = min(strikes_atm, key=lambda s: abs(s - underlying_px))
+
+    # Pick the matching PUT strike for a credit spread
+    put_strikes = spy_chains.strikes(expiries[0], "PUT")
+    otm_put = max(s for s in put_strikes if s < underlying_px)
+
+    # Build an Asset object
+    contract = Asset(
+        symbol="SPY",
+        asset_type=Asset.AssetType.OPTION,
+        expiration=expiries[0],
+        strike=otm_put,
+        right=Asset.OptionRight.PUT,
+    )
+
+Design notes
+------------
+
+* ``Chains`` **inherits from** ``dict`` so any existing code that used the raw
+  mapping (``chains["Chains"]["PUT"]`` …) keeps working.
+* All helper methods return lightweight Python types – no Pandas dependency.
+* Attribute summary:
+
+  ========  ===============================================================
+  Property  Description
+  ========  ===============================================================
+  ``calls``          Mapping ``{expiry: [strike, …]}`` for CALLs
+  ``puts``           Mapping ``{expiry: [strike, …]}`` for PUTs
+  ``multiplier``     Contract multiplier (typically 100)
+  ``exchange``       Primary routing exchange returned by the API
+  ========  ===============================================================
+
+API reference
+-------------
+
+.. autoclass:: lumibot.entities.chains.Chains
+    :members:
+    :undoc-members:
+    :show-inheritance: 

docsrc/entities.rst

@@ -14,4 +14,5 @@ Here's a list of the main entities in Lumibot:
    entities.data
    entities.order
    entities.position
-   entities.trading_fee
+   entities.trading_fee
+   entities.chains

lumibot/backtesting/backtesting_broker.py

@@ -580,10 +580,17 @@ def cash_settle_options_contract(self, position, strategy):
             profit_loss = 0  # Short position can't gain more than the cash collected
 
         # Add the profit/loss to the cash position
-        new_cash = strategy.get_cash() + profit_loss
+        current_cash = strategy.get_cash()
+        if current_cash is None:
+            # self.strategy.logger.warning("strategy.get_cash() returned None during cash_settle_options_contract. Defaulting to 0.")
+            current_cash = Decimal(0)
+        else:
+            current_cash = Decimal(str(current_cash)) # Ensure it's Decimal
+
+        new_cash = current_cash + Decimal(str(profit_loss))
 
         # Update the cash position
-        strategy._set_cash_position(new_cash)
+        strategy._set_cash_position(float(new_cash)) # _set_cash_position expects float
 
         # Set the side
         if position.quantity > 0: