Files
Alexandre Catarino 96f42eb591
Build & Test Lean / build (push) Has been cancelled
Updates Fundamental Data (#5502)
* Updates Fundamental Data

* Updates Regression Algorithms

- `CoarseFundamentalTop3Algorithm`
  - New coarse has higher `DollarVolume` for `FB`
- `CoarseNoLookAheadBiasAlgorithm`
  - Change from `SPY` update not included in #5493
- `SectorExposureRiskFrameworkAlgorithm`
  - `HasFundamentalData` was false for `GOOG` on 20140401 and 20140402.

* Updates Unit Tests

Minor changes in expected values

* Updates Regression Tests

Should have been included in #5493:
- `OptionsExpiredContractRegression`
- `FuturesExpiredContractRegression`

* Adjusted Quantity By Lot Size in OrderTargetsByMarginImpact

`OrderTargetsByMarginImpact` didn't calculate the order value with the quantity adjusted by order size which less to values that did not reflect the actual order value.
It has a particular affect in `SectorExposureRiskFrameworkAlgorithm` where the Python and C# versions have the same orders but placed in a different sequence because of decimal/double precision.

* Reduce dictionary access x3 on OrderTargetsByMarginImpact

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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QuantConnect Testing

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