Adjust delisting liquidation time (#5203)
frostbyte_neo
发布于
2021-01-22 17:41:29 +00:00
| 2586 次提交 在此版本后已推送到 master
- Adjust delisting liquidation time
- Adjust delisting liquidation time to 15 min before market closes.
Adding unit tests. Updating existing.
- Handle
Statistics.CompoundingAnnualPerformance invalid calculation
to avoid exception.
- AlgorithmManager will not handle delisting events in live trading
- Fix bug where due to a split driven liquidation matching delisting
date a position in the option would remain open. Reproduced by
BasicTemplateOptionsFrameworkAlgorithm
- Address review add documentation on delisting offset span
下载附件