Feature: new `Tick` constructor for `TickType.OpenInterest` - Githubissues

QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

https://lean.io

Apache License 2.0

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Feature: new `Tick` constructor for `TickType.OpenInterest` #8323

Closed Romazes closed 2 months ago

Romazes commented 2 months ago

Description

Add the new constructor of class Tick for TickType.OpenInterest to enable the reuse of external modules.
Add the new GetSubscribedSymbols() method, which helps retrieve subscribed symbols using a specific TickType of Lean.

Related Issue

N/A

Motivation and Context

I want to use the KISS programming principle everywhere.

Requires Documentation Change

N/A

How Has This Been Tested?

run the specific test that captures symbols based on TickType.

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)
[x] 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:

[x] My code follows the code style of this project.
[x] I have read the CONTRIBUTING document.
[x] I have added tests to cover my changes.
[x] All new and existing tests passed.
[x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>