github-featured / quantconnect--lean

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    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
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