github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 16089 d30357db5f
    比较

    Fixes Parse Future Symbol (#7624)

    frostbyte_neo 发布于 2023-12-14 23:25:26 +00:00 | 1138 次提交 在此版本后已推送到 master

    • Adds Unit Tests for ParseFutureSymbol

    Tests:

    • Ambiguous year with missing decade
    • Non-ambiguous known year
    • Expiring before 2000
    • Fixes Missing Decade Tests

    If the ticket doesn't provide a decade, VXZ2, we assume the current decade. So VXZ2 expires on Dec 2022.

    • Fixes SymbolRepresentation.ParseFutureSymbol

    Use the value of futureYear to handle contracts that expire before 2000. (E.g.: NQZ99).
    Tickers from live trading may not provide futureYear. Use the current decade (2020).

    下载附件