Prevents security removal from portfolio when delisted

Removing delisted securities from portfolio causes loss of information that is necessary to compute the algorithm statistics.
This commit is contained in:
AlexCatarino
2016-08-19 12:58:35 -03:00
parent 97810452e9
commit f4abe9ce51
-14
View File
@@ -331,20 +331,6 @@ namespace QuantConnect.Lean.Engine
// process fill models on the updated data before entering algorithm, applies to all non-market orders
transactions.ProcessSynchronousEvents();
if (delistingTickets.Count != 0)
{
for (int i = 0; i < delistingTickets.Count; i++)
{
var ticket = delistingTickets[i];
if (ticket.Status == OrderStatus.Filled)
{
algorithm.Securities.Remove(ticket.Symbol);
delistingTickets.RemoveAt(i--);
Log.Trace("AlgorithmManager.Run(): Delisted Security removed: " + ticket.Symbol.ToString());
}
}
}
//Check if the user's signalled Quit: loop over data until day changes.
if (algorithm.Status == AlgorithmStatus.Stopped)
{