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Feature 6208 add nyseliffe exchange to interactive brokers (#6209)
frostbyte_neo 发布于
2022-03-04 18:24:17 +00:00 | 1978 次提交 在此版本后已推送到 master-
Added NYSELIFFE exchange support to Interactive Brokers brokerage.
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Fixed unit test AddSecurityWithSymbol by adding market hours for Equity-nyseliffe-[], Index-nyseliffe-[], Option-nyseliffe-[*].
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Added NYSELIFFE exchange support to Interactive Brokers brokerage.
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Fixed unit test AddSecurityWithSymbol by adding market hours for Equity-nyseliffe-[], Index-nyseliffe-[], Option-nyseliffe-[*].
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Added NYSELIFFE exchange support to Interactive Brokers brokerage.
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Fixed unit test AddSecurityWithSymbol by adding market hours for Equity-nyseliffe-[], Index-nyseliffe-[], Option-nyseliffe-[*].
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- Added NYSELIFFE futures to Futures.cs
- Added method GetGoodFriday() to calculate Good Friday to FuturesExpiryUtilityFunctions.cs.
- Added unit tests for GetGoodFriday().
- Added NYSELIFFE futures expiries to FuturesExpiryFunctions.cs which uses GetGoodFriday() instead of hardcoding the date of Good Friday in the market-hours-database.json.
- Added unit tests for NYSELIFFE futures expiry.
- Added NYSELIFFE to Exchange.cs
- Removed Equity-nyseliffe-[] and Index-nyseliffe-[] from market-hours-database.json
- Updated Option-nyseliffe-[] to FutureOption-nyseliffe-[] on market-hours-database.json
- Added the supported NYSELIFFE futureoptions to symbol-properties-database.csv.
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Removed blanks after India tuple
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Added the dates for 2022 and 2023 to the market-hours-database.json.
Removed "FutureOption-nyseliffe-[]" from market-hours-database.json.
Added to FuturesOptionsSymbolMappings.cs:
{ "YG", "OYG" },
{ "ZG", "OZG" },
{ "ZI", "OZI" } -
Minor tweaks for nyseliffe FOPs
Co-authored-by: Chris Coetzee chris@polidata.ai
Co-authored-by: Martin-Molinero martin@quantconnect.com下载附件
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