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Collective2SignalExport: send a renamed equity's current ticker #9858

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Merged
Martin-Molinero merged 1 commit into from
Oct 2, 2026
+8 −0
Merged

Collective2SignalExport: send a renamed equity's current ticker #9858

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6 changes: 6 additions & 0 deletions Common/Algorithm/Framework/Portfolio/SignalExports/Collective2SignalExport.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -363,6 +363,12 @@ private string GetSymbol(Symbol symbol)
{
return symbol.Underlying.Value;
}
else if (symbol.SecurityType == SecurityType.Equity)
{
// The ticker the security trades under today. SecurityIdentifier.Symbol is the ticker it first
// listed under, which Collective2 no longer knows once the security has been renamed (e.g. BGU -> SPXL)
return _algorithm.Ticker(symbol);
}
else
{
return symbol.ID.Symbol;
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2 changes: 2 additions & 0 deletions Tests/Algorithm/Framework/Portfolio/SignalExportTargetTests.cs
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Expand Up @@ -469,6 +469,8 @@ public void EmptySignalExportList()
private static object[] SendsTargetsToCollective2AppropriatelyTestCases =
{
new object[] { "USD", Symbols.SPY, 0.2m, @"{""StrategyId"":0,""Positions"":[{""exchangeSymbol"":{""symbol"":""SPY"",""currency"":""USD"",""securityExchange"":""DEFAULT"",""securityType"":""CS""},""quantity"":2992.0}]}" },
// A renamed equity is sent under its current ticker, not the one in its SecurityIdentifier (GOOCV)
new object[] { "USD", Symbols.GOOG, 0.2m, @"{""StrategyId"":0,""Positions"":[{""exchangeSymbol"":{""symbol"":""GOOG"",""currency"":""USD"",""securityExchange"":""DEFAULT"",""securityType"":""CS""},""quantity"":2992.0}]}" },
new object[] { "USD", Symbols.EURUSD, 1m, @"{""StrategyId"":0,""Positions"":[{""exchangeSymbol"":{""symbol"":""EUR/USD"",""currency"":""USD"",""securityExchange"":""DEFAULT"",""securityType"":""FOR""},""quantity"":1.0}]}" },
new object[] { "USD", Symbols.EURGBP, 1m, @"{""StrategyId"":0,""Positions"":[{""exchangeSymbol"":{""symbol"":""EUR/GBP"",""currency"":""USD"",""securityExchange"":""DEFAULT"",""securityType"":""FOR""},""quantity"":1.0}]}" },
new object[] { "USD", Symbols.GBPJPY, 1m, @"{""StrategyId"":0,""Positions"":[{""exchangeSymbol"":{""symbol"":""GBP/JPY"",""currency"":""USD"",""securityExchange"":""DEFAULT"",""securityType"":""FOR""},""quantity"":1.0}]}" },
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