Files
quantconnect--lean/Engine/TransactionHandlers
Stefano Raggi 6c42a266be
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IB brokerage - Update option positions at contract expiration (#5880)
* IB brokerage - Update option positions at contract expiration

* Add handling of live option expiration events

* Address review

- Nits

* Refactor option notification events [WIP]

* Add early exercise+assignment unit tests

* Fix sign bug in IB ExerciseOrder

* Address review

- log unexpected position
- add unit test cases for partial exercise/assignment
2021-09-30 13:48:41 -03:00
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2020-02-27 18:47:44 -03:00