Update FuturesExpiryFunctions

- Update FuturesExpiryFunctions to be keyed by symbol. Updating unit tests
Coulbe · Apr 28, 2020 · cd2ef13 · cd2ef13
1 parent ebf7084
commit cd2ef13
Show file tree

Hide file tree

Showing 6 changed files with 216 additions and 193 deletions.
diff --git a/Common/Brokerages/DefaultBrokerageModel.cs b/Common/Brokerages/DefaultBrokerageModel.cs
@@ -42,7 +42,7 @@ public class DefaultBrokerageModel : IBrokerageModel
             {SecurityType.Base, Market.USA},
             {SecurityType.Equity, Market.USA},
             {SecurityType.Option, Market.USA},
-            {SecurityType.Future, Market.CBOE},
+            {SecurityType.Future, Market.CME},
             {SecurityType.Forex, Market.FXCM},
             {SecurityType.Cfd, Market.FXCM},
             {SecurityType.Crypto, Market.GDAX}

diff --git a/Common/Brokerages/InteractiveBrokersBrokerageModel.cs b/Common/Brokerages/InteractiveBrokersBrokerageModel.cs
@@ -39,7 +39,7 @@ public class InteractiveBrokersBrokerageModel : DefaultBrokerageModel
             {SecurityType.Base, Market.USA},
             {SecurityType.Equity, Market.USA},
             {SecurityType.Option, Market.USA},
-            {SecurityType.Future, Market.CBOE},
+            {SecurityType.Future, Market.CME},
             {SecurityType.Forex, Market.Oanda},
             {SecurityType.Cfd, Market.Oanda}
         }.ToReadOnlyDictionary();