Refactor Delistings Processing (#6059)
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* Move processing of delistings to Brokerage * Deal with case that exchange is not open on OptionSymbol.ID.Date * Refactor solution to use DelistingNotification event * Adjust some regression expected liquidation time * Mark some todos on deprecated functions * Update expected liqudation time for Py regressions * Update regressions that have been validated * Use HandlePositionAssigned for assignment orders * Update regressions * Update some missed unit tests; remove one that is already covered by regression * Cleanup deprecated backend functions * nit - small cleanup adjustment * Post rebase fix * Address review * Minor tweak to py regression
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@@ -139,8 +139,8 @@ namespace QuantConnect.Algorithm.CSharp
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{"Tracking Error", "0.049"},
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{"Treynor Ratio", "1.372"},
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{"Total Fees", "$2.00"},
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{"Estimated Strategy Capacity", "$45000000.00"},
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{"Lowest Capacity Asset", "AOL R735QTJ8XC9X"},
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{"Estimated Strategy Capacity", "$67000000.00"},
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{"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
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{"Fitness Score", "0"},
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{"Kelly Criterion Estimate", "0"},
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{"Kelly Criterion Probability Value", "0"},
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@@ -160,7 +160,7 @@ namespace QuantConnect.Algorithm.CSharp
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{"Mean Population Magnitude", "0%"},
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{"Rolling Averaged Population Direction", "0%"},
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{"Rolling Averaged Population Magnitude", "0%"},
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{"OrderListHash", "b006bb7864c0b2f1a6552fb2aa7f03b8"}
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{"OrderListHash", "4f50b8360ea317ef974801649088bd06"}
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};
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}
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}
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