github-featured / quantconnect--lean

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    Adds data parsing for malformed option contracts for InteractiveBrokers (#5101)

    frostbyte_neo 发布于 2020-12-31 00:28:33 +00:00 | 2633 次提交 在此版本后已推送到 master

    • Adds data parsing for malformed option contracts in IBBrokerage

      • Some contracts come in malformed from IB when downloading our
        account holdings. We attempt to detect whenever this happens with
        our options Symbols and try to recover the contract.

    • Addresses review and fixes bug

      • Uses contract currency for the new contract created from the
        malformed contract.

      • Bug fix: Sets ibSymbol to new Symbol of the contract once the
        malformed contract has been parsed.

      • Adds support for Futures and FOPs

      • Refactoring code and cleanup

    • Addresses review: code cleanup and refactoring

    • Addresses review: remove redundant logging of contract in log statement

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