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Fix delisted liquidation orders being cancelled (#5169)
frostbyte_neo 发布于
2021-01-19 01:02:40 +00:00 | 2598 次提交 在此版本后已推送到 master- 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.
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Fix failing python option unit tests
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Fix bug where positions would be open delisting liquidation
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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
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