Reuse Code To Find Best Effort TradeBar #7057
Merged
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Outdated suggestions cannot be applied.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
LimitFill
,LimitIfTouchedFill
, andStopMaketFill
methods requireTradeBar
data to test price levels. We create a method to serve these methods as well as other methods that will require this information.Removes
Price > 0
check forTradeType.Trade
data. Unnecessary check, since a tick price cannot be less or equal to zero.Related Issue
See #7042
Motivation and Context
Code reuse avoids bugs.
How Has This Been Tested?
N/A refactor. All unit tests have passed. We need to fix Limit fill tests that were not using market data types (not valid subscriptions) to set the price.
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>