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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
This commit is contained in:
Colton Sellers
2021-11-17 12:43:35 -08:00
committed by GitHub
parent 325e788728
commit 33599b473d
55 changed files with 615 additions and 656 deletions
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Algorithm.Python/BasicTemplateOptionsFrameworkAlgorithm.py
+1 -1
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@@ -29,7 +29,7 @@ class BasicTemplateOptionsFrameworkAlgorithm(QCAlgorithm):
self.UniverseSettings.Resolution = Resolution.Minute
self.SetStartDate(2014, 6, 5)
self.SetEndDate(2014, 6, 6)
self.SetEndDate(2014, 6, 9)
self.SetCash(100000)
# set framework models