Commit Graph

1 Commits

Author SHA1 Message Date
Martin-Molinero 592d037085 Fix delisted liquidation orders being cancelled (#5169)
* Fix delisted liquidation orders being cancelled

- Place delisted liquidation orders 10 min before market closes of 10
  min before the end of the delisting warning date. Adding regression
  test and unit tests. Updating existing tests.

* Fix failing python option unit tests

* Fix bug where positions would be open delisting liquidation

* Fix universe selection and delisting

- Delisting will happen ASAP for all types. Giving priority to close
  positions on derivates first
- Fix bug in universe selection where OptionChain would remove
  underlying even if holding a position in derivate.
- Updating regression tests statistics

* Add unit test, fix unit test expected stats
2021-01-18 22:02:40 -03:00