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Adds FuturesOptionsUnderlyingMapper and FuturesListing (#5142)
frostbyte_neo 发布于
2021-01-12 14:12:00 +00:00 | 2610 次提交 在此版本后已推送到 master-
Adds FuturesOptionsUnderlyingMapper
This adds a mapper for Futures options that have a different
contract month between the FOP and the underlying future, as is
observed in the contracts ZB, ZC, ZS, ZT, ZW, HG, SI, GC.
An example of this is GC (e.g. OGH21 -> GCJ21). Other contracts follow
different rules, which have been included as part of this commit.-
Adds unit tests for FuturesOptionsUnderlyingMapper
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Adds unit and regresssion tests for underlying Futures mapping for FOPs
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Addresses review and adds FuturesListings
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Removes dependency on IFuturesChainProvider in
FuturesOptionsUnderlyingMapper -
Fixes bugs related to FuturesOptionsUnderlyingMapper and incorrect
results -
Modifies misc. code to handle new results correctly from FOPs
underlying mapper -
Makes FOPs underlying mapper static, and makes other methods private
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Adds new tests for FuturesListings
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Addresses review: code cleanup
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Address review: Makes arrays to List in FuturesListing private methods
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