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Round combo order prices #8024

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jhonabreul
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Description

Round combo order prices to the security minimum price variation, just as it is done for other order types.

Regression algorithms order list hash changes: limit prices are rounded now. e.g. some changed from 12.3 -> 12.30 if the minimum price variation is 0.01

Related Issue

Close #7996

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests

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>

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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@jhonabreul jhonabreul merged commit 56cfc51 into QuantConnect:master May 15, 2024
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@jhonabreul jhonabreul deleted the bug-7996-combo-limit-orders-price-rounding branch May 15, 2024 18:57
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Normalize Combo Limit Price
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