vnpy/examples/OptionMaster/etf_portfolio.json

{
    "name": "etf_portfolio", 
    "model": "bsCython",
    "underlying": [
        "510050"
    ],     
    "chain": [
        {
            "underlyingSymbol": "510050", 
            "chainSymbol": "510050-1804", 
            "r": 0.04
        },
        {
            "underlyingSymbol": "510050", 
            "chainSymbol": "510050-1805", 
            "r": 0.03
        },
        {
            "underlyingSymbol": "510050", 
            "chainSymbol": "510050-1806", 
            "r": 0.03
        },
        {
            "underlyingSymbol": "510050", 
            "chainSymbol": "510050-1809", 
            "r": 0.03
        }
    ]
}