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Support 2-leg currency conversions (#5552)
frostbyte_neo 发布于
2021-05-20 16:19:39 +00:00 | 2376 次提交 在此版本后已推送到 master- Apply changes from #2146 on current master
Credit for most of these changes goes to https://github.com/viliwonka.
Rebasing three years of changes didn't go so well, so I manually
applied the changes in #2146 on the current master branch.This commit attempts to represent the changes in #2146 as closely as
possible, no cleanup has been performed yet. Despite this, some changes
were inevitable because part of #2146 has been implemented another way
in the past three years.-
Clean up
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Process review comments
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Add tests
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symbol -> potentialConversionRateSymbol
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Ensure regression tests run/get data
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Fix broken test
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Process review comments
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Process review comments
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Simplify currency conversion logic
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Performance improvement, doc updates and test rename
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Rebase fixes
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Remove obsolete properties
Co-authored-by: Martin-Molinero martin@quantconnect.com
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