quantconnect--lean

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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

Alphas

Address reviews. Update unit tests

2020-04-28 16:29:17 -03:00

BrokerageTransactionHandlerTests

IB brokerage - Update option positions at contract expiration (#5880 )

2021-09-30 13:48:41 -03:00

DataCacheProviders

Test fixes and updates

2020-04-23 09:59:31 -03:00

DataFeeds

Add aggregator reader (#5942 )