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Feature: Validate FillPrice and FillQuantity in class BrokerageTest #8483

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Romazes
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@Romazes Romazes commented Dec 26, 2024

Description

The problem, when a developer is implementing a new plugin for brokerage, is that he can miss returning several important parameters which give wrong calculations of holding quantity.
This PR provides protection and validates that 2 properties are greater than 0.

Related Issue

N/a

Motivation and Context

Eliminate the existing bug in Futures to facilitate the development of new Lean plugins.

Requires Documentation Change

N/A

How Has This Been Tested?

Run some inner trading tests of any Lean Brokerages plugin.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Romazes Romazes self-assigned this Dec 26, 2024
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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 9175b86 into QuantConnect:master Dec 26, 2024
5 of 7 checks passed
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2 participants