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Gerardo Salazar bd7be31ede Fixes inability to parse negative strike prices in SecurityIdentifier (#4953)
* Fixes inability to parse negative strike prices in SecurityIdentifier

  * Adds new tests ensuring backwards compat and no throwing w/ negative
    strike prices

* Changes strategy used to support negative strike prices

  * We add support for negative strike prices at the cost of
    reducing the maximum allowed precision for the strike price.
    We encode a negative sign into the 20th bit of the strike price
    and set our bounds for precision to a max (exclusive) of 475712.
    This in turn is then used to form a negative strike when rebuilding
    the SID.

  * Adds tests covering changes

* Address review: adds additional tests and refactors code

* Address self-review: remove unused import in SymbolTests

* Address review: adds additional test cases for OptionStyle and OptionRight

  * These tests are to ensure that backwards compatibility is maintained

* Addresses review: Adds option chain <-> master SID hash test

  * Refactors previous tests to reduce on code duplication

* Reduce test duplication

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-11-30 15:45:36 -03:00
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