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Feature 5930 price magnifier (#5977)
frostbyte_neo 发布于
2021-10-14 14:16:23 +00:00 | 2131 次提交 在此版本后已推送到 master- Update SPDB with price magnifier parameter
- Add a new column for new parameter in symbol-properties-database.csv
- Change InteractiveBrokersBrokerage.cs implementation of GetContractPriceMagnifier() method in order to get the parameter directly from the SPDB
- Add test in SymbolPropertiesDatabaseTests.cs to check if the new parameter is loading properly
- Change GetContractPriceMagnifier() method name and implementation
- Change NormalizePriceToLean() and NormalizePriceToBrokerage() methods
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Nit change in GetSymbolPriceMagnifier() method
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Remove GetSymbolPriceMagnifier() method
- Remove redundant and unnecessary parameters in NormalizePriceToLean() and NormalizePriceToBrokerage()
- Requested changes and SPDB update
- Update SPDB with minimum order size parameter for futures in cents. The minimum order size parameter was extracted from the CME group API
- Address reviews. Adding unit test for failing case
Co-authored-by: Martin-Molinero martin@quantconnect.com
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