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Support for Fractional Equities

Open jaredbroad opened this issue 2 years ago • 1 comments

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

  1. Create SymbolPropertiesModel - initialized from Symbol Properties DB defaults.
  2. Override the SPM based on the brokerage model or by custom models for Security.
  3. 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 master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues

jaredbroad avatar May 30 '23 16:05 jaredbroad