QuantConnect / QuantConnect/Lean
Support for Fractional Equities
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- Dominant language
- C#
- Stars
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- Avg merge
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- Merged PRs (30d)
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Description
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
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by tracing how Symbol Properties supplies the minimum order unit and how Equities algorithms handle fractional-share orders. Review the proposed SymbolPropertiesModel and its brokerage or Security overrides, then verify that minimum-order-size uses map to the appropriate model and fractional equity trades work.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100