Adjust delisting liquidation time (#5203)

* Adjust delisting liquidation time - Adjust delisting liquidation time to 15 min before market closes. Adding unit tests. Updating existing. - Handle `Statistics.CompoundingAnnualPerformance` invalid calculation to avoid exception. - AlgorithmManager will not handle delisting events in live trading - Fix bug where due to a split driven liquidation matching delisting date a position in the option would remain open. Reproduced by `BasicTemplateOptionsFrameworkAlgorithm` * Address review - Address review add documentation on delisting offset span
2021-01-22 14:41:29 -03:00
parent 5d8a62c2e1
commit 3ccf428498
32 changed files with 227 additions and 71 deletions
@@ -180,7 +180,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "50.0482%"},
            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "485511632"}
+            {"OrderListHash", "-695205588"}
        };
    }
 }