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Support for Fractional Equities
Expected Behavior
Fractional US share support depends on the account not the asset type; whether fractional shares are supported should be governed by the brokerage model not the Symbol Properties model.
Actual Behavior
Symbol Properties controls the minimum unit for an asset.
Potential Solution
- Create SymbolPropertiesModel - initialized from Symbol Properties DB defaults.
- Override the SPM based on the brokerage model or by custom models for Security.
- Review/update the uses of the minimum order size to ensure mapping back to the model.
Reproducing the Problem
Run Equities algorithms and attempt to trade a fractional share.
The impact is tagged low as we do not have any brokerages that support fractional API share trading.
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues