Removed mapped futures contract is non tradable (#6479)
frostbyte_neo
发布于
2022-07-13 18:36:24 +00:00
| 1840 次提交 在此版本后已推送到 master
- Minor fixes for mapped futures contract
- Future security was never able to be non tradable
- Skip remove future contracts from live holdings. Adding unit test
reproducing issue and regression algorithm
- Fix removal of continuous futures
- The canonical continuous future would leave behind an OpenInterest
subscription when removed because of a different in the way the
configurations were built, this will now be centralized in a single
method. Adding unit tests reproducing issue
- FillForwarding setting of the continuous future was not being
respected. Updating algorithm reproducing the issue to assert the
behavior failing in master
- Minor refactors addressing reviews
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