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Description
If index security is manually set to be tradable, then these types of securities will be included in the portfolio targets returned by
SignalExportManager.GetPortfolioTargets()
. Thus, we have added an additional field inIndex
class calledManualSetIsTradable
, to help us check whether the user manually setIndex.IsTradable
or not.Related Issue
Closes #8448
Motivation and Context
With this change, index securities won't be considered when creating portfolio targets from the portfolio
Requires Documentation Change
N/A
How Has This Been Tested?
I created a unit test in
SignalExportTargetTests
to assert index securities are skipped when creating portfolio targets from portfolio. Additionally, I created two unit tests inExtensionTests
to assert the static fieldIndex.ManualSetIsTradable
was true when the user had manually setIndex.IsTradable
to true.Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>