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Gerardo Salazar 024d416ddd Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL (#5922)
* Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL

* Address review: bug fixes for mapping, improve docs, cleanup & refactor

  * Make LocalZipMapFileProvider and LocalZipFactorFileProvider only
    initialize if they haven't been initialized yet.

* Address review: makes ISIN, SEDOL, CUSIP case-insensitive

  * Cleans up map file provider in SecurityDefinitionSymbolResolver
  * Modifies some test cases to test for case-insensitivity

* Add null check for SecurityDefinitions

* Fix unit tests

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-09-10 19:16:18 -07:00
..
2021-08-19 15:51:48 -03:00
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