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Fix bugs in `InteractiveBrokersFeeModel.cs` for Combo Market Order fees (#7432)
frostbyte_neo 发布于
2023-08-14 22:18:53 +00:00 | 1266 次提交 在此版本后已推送到 master-
Draft of unit test to reproduce error
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Fix bug and regression tests
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Remove draft unit test
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Check fees in ComboMarketOrderAlgorithm.cs
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Fix bug in fees for combo orders
- Update regression tests
- Solve bug in fees when combo orders had legs with different quantity
- Solve bug in fees when combo orders had legs with different security
types - Update IB comission rate for options where the price is higher than 0.1 USD
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Add explaining comments
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Use leg security fee model
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