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Jasper van Merle bb8bd27fe5
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Support 2-leg currency conversions (#5552)
* Apply changes from #2146 on current master

Credit for most of these changes goes to https://github.com/viliwonka.
Rebasing three years of changes didn't go so well, so I manually
applied the changes in #2146 on the current master branch.

This commit attempts to represent the changes in #2146 as closely as
possible, no cleanup has been performed yet. Despite this, some changes
were inevitable because part of #2146 has been implemented another way
in the past three years.

* Clean up

* Process review comments

* Add tests

* symbol -> potentialConversionRateSymbol

* Ensure regression tests run/get data

* Fix broken test

* Process review comments

* Process review comments

* Simplify currency conversion logic

* Performance improvement, doc updates and test rename

* Rebase fixes

* Remove obsolete properties

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-05-20 13:19:39 -03:00
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