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Minor fix for automatically added option underlying #7311

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Martin-Molinero
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Description

  • Lean engine will automatically add an options underlying if not present, but in most cases the option chain will select the underlying too, so let's make sure the configurations match. Previous to this change 'fill forward' setting could be different causing the underlying to be duplicated in the data stack

Related Issue

Found while working on #6735

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

Existing 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>

- Lean engine will automatically add an options underlying if not
  present, but in most cases the option chain will select the underlying
  too, so let's make sure the configurations match. Previous to this
  change 'fill forward' setting could be different causing the
  underlying to be duplicated in the data stack
@Martin-Molinero Martin-Molinero merged commit ff47ede into QuantConnect:master Jun 9, 2023
5 checks passed
@Martin-Molinero Martin-Molinero deleted the bug-duplicate-data-subscriptions branch June 9, 2023 22:03
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2 participants