github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 10801 c30929f612
    比较

    Add support for live trading delisting events (#5195)

    frostbyte_neo 发布于 2021-02-17 22:53:53 +00:00 | 2528 次提交 在此版本后已推送到 master

    • Add support for live trading delisting events
    • Adding LiveDelistingEventProviderEnumerator that will emit delisting
      events. Adding unit tests
    • Remove unused LiveAuxiliaryDataEnumerator.
    • Refactor the corporate event providers being used per security type

    • Self review: compare date component

    • Add new LiveDataBaseDelistingEventProvider for equities

    • Add support for delisting events for equities. Adding unit tests
    • Fix cleanup of delisting equity subscription
    下载附件