Files
quantconnect--lean/Algorithm
Martin-Molinero 778d436b94
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Removed mapped futures contract is non tradable (#6479)
* Minor fixes for mapped futures contract

- Future security was never able to be non tradable
- Skip remove future contracts from live holdings. Adding unit test
  reproducing issue and regression algorithm

* Fix removal of continuous futures

- The canonical continuous future would leave behind an OpenInterest
  subscription when removed because of a different in the way the
  configurations were built, this will now be centralized in a single
  method. Adding unit tests reproducing issue
- FillForwarding setting of the continuous future was not being
  respected. Updating algorithm reproducing the issue to assert the
  behavior failing in master

* Address reviews

- Minor refactors addressing reviews
2022-07-13 15:36:24 -03:00
..
2019-04-03 21:55:44 -03:00