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Description
Expected Behavior
Create flexible DefaultSettlementDays
depending on Securities.
For instance:
Run algo before May 28, 2024
the DefaultSettlementDays for Equites => 2 days.
Actual Behavior
Use the DefaultSettlementDays for Equites => 1 day always.
Potential Solution
Should use different SettlementDays
by Securties and backtesting time. The SettlementDays
was changed (look at attached PR) to 1 day, but if the user runs algo before SettlementDays changed it will use the wrong amount of settled cash in the user balance.
Also, we should pay attention to different markets (international ones). Different SettlementDaya values can be used.
Reproducing the Problem
Run algo before May 28, 2024.
Buy or sell' SPY' on the same day and ensure that cash is settled successfully.
Related PRs
System Information
N/a
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
master
branch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue