Files
Ricardo Andrés Marino Rojas db04b5e110
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Feature 5930 price magnifier (#5977)
* Update SPDB with price magnifier parameter
- Add a new column for new parameter in symbol-properties-database.csv
- Change InteractiveBrokersBrokerage.cs implementation of GetContractPriceMagnifier() method in order to get the parameter directly from the SPDB
- Add test in SymbolPropertiesDatabaseTests.cs to check if the new parameter is loading properly

* Change GetContractPriceMagnifier() method name and implementation
- Change NormalizePriceToLean() and NormalizePriceToBrokerage() methods

* Nit change in GetSymbolPriceMagnifier() method

* Remove GetSymbolPriceMagnifier() method
- Remove redundant and unnecessary parameters in NormalizePriceToLean() and NormalizePriceToBrokerage()

* Requested changes and SPDB update
- Update SPDB with minimum order size parameter for futures in cents. The minimum order size parameter was extracted from the CME group API

* Address reviews. Adding unit test for failing case

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-10-14 11:16:23 -03:00
..
2021-08-19 15:51:48 -03:00
2021-09-27 17:25:23 -03:00
2021-10-08 19:16:38 -03:00
2021-08-19 13:56:18 -03:00
2021-04-02 11:20:01 -07:00
2021-07-29 20:10:00 -03:00
2021-09-20 13:50:15 -03:00
2020-04-01 16:15:05 +01:00
2021-09-20 13:50:15 -03:00
2021-10-08 19:16:38 -03:00
2021-04-30 18:45:27 -03:00