Feature: Validate FillPrice
and FillQuantity
in class BrokerageTest
#8483
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>