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Map legacy symbols using map file #5017

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AdalyatNazirov
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@AdalyatNazirov AdalyatNazirov commented Dec 10, 2020

Description

Map outdated Symbol.Value values using MapFileProvider for IB and Alpaca brokerages. Created AlpacaSymbolMapper

Related Issue

Closes #4505

Motivation and Context

InteractiveBrokersSymbolMapper.GetBrokerageSymbol converts a Lean Symbol instance to an InteractiveBrokers symbol using Symbol.Value, that can be outdated

Requires Documentation Change

N/A

How Has This Been Tested?

unit tests

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>

@AdalyatNazirov AdalyatNazirov force-pushed the bug-4505-legacy-ticker branch 2 times, most recently from 7b3fd3c to e05180b Compare December 14, 2020 20:11
@Martin-Molinero Martin-Molinero merged commit 017b464 into QuantConnect:master Dec 28, 2020
@AdalyatNazirov AdalyatNazirov deleted the bug-4505-legacy-ticker branch December 29, 2020 15:20
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Live Brokerage Gets the Current Ticker from SecurityIdentifier Object
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