Make SignalExportManager skip non-tradeable securities #8453
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Outdated suggestions cannot be applied.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
Modify
SignalExportManager.cs
to not generatePortfolioTarget
's out of non-tradeable securities inGetPortfolioTargets()
method.Related Issue
Closes #8448
Motivation and Context
With this change,
SignalExportManager.GetPortfolioTargets()
method won't generate targets out of non-tradeable securitiesRequires Documentation Change
N/A
How Has This Been Tested?
I created a unit test that adds 3 securities and then generates portfolio targets from the portfolio using
GetPortfolioTargets()
. When the last security is non-tradeable, it asserts the number of portfolio targets is 2. Instead, when all of them are tradeable it asserts the number of portfolio targets is 3Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>