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Fix bug in Index security #8472

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Marinovsky
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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 in Index class called ManualSetIsTradable, to help us check whether the user manually set Index.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 in ExtensionTests to assert the static field Index.ManualSetIsTradable was true when the user had manually set Index.IsTradable to true.

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>

@Marinovsky Marinovsky force-pushed the bug-8448-SignalExportManagerAllowsIndexSecurities branch from 7becaa1 to 8cd03e0 Compare December 20, 2024 19:04
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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 12930c4 into QuantConnect:master Dec 23, 2024
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Signal Export Generates Portfolio Targets for Non-Tradable Securities
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