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Outdated suggestions cannot be applied.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
I created flexible static properties
Equity.DefaultSettlementDays
,Equity.USASettlementDaysHistory
andEquity.InternationalSettlementDaysHistory
, as well as their corresponding ones forOption
so that the user can freely modify them. I also added a method inSecurity
to compute the settlement days based on a given dictionary of pairs (date, settlement days) and the current time, where the date corresponds to the date the settlement days changed.Related Issue
Closes #8659
Motivation and Context
With this change users will be able to freely modify the settlement days for both equity and options
Requires Documentation Change
N/A
How Has This Been Tested?
I created a unit test that apply funds to a
DefaultBrokerageModel
and then asserts the money is settled after the expected settlement days computed bySecurity.GetSettlementDays()
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>