Fix regression tests

Author: JosueNina

Algorithm.CSharp/ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.cs

@@ -16,6 +16,7 @@
 using System;
 using System.Collections.Generic;
 using QuantConnect.Interfaces;
+using QuantConnect.Securities;
 
 namespace QuantConnect.Algorithm.CSharp
 {
@@ -54,7 +55,7 @@ public override void Initialize()
                 throw new RegressionTestException("Expected the SPY CFD market hours to be the same as the underlying equity market hours.");
             }
 
-            if (!ReferenceEquals(spyCfd.SymbolProperties, equitySymbolProperties))
+            if (!SymbolPropertiesAreEquivalent(spyCfd.SymbolProperties, equitySymbolProperties))
             {
                 throw new RegressionTestException("Expected the SPY CFD symbol properties to be the same as the underlying equity symbol properties.");
             }
@@ -74,12 +75,25 @@ public override void Initialize()
                 throw new RegressionTestException("Expected the AUDUSD CFD market hours to be the same as the underlying forex market hours.");
             }
 
-            if (!ReferenceEquals(audUsdCfd.SymbolProperties, audUsdForexSymbolProperties))
+            if (!SymbolPropertiesAreEquivalent(audUsdCfd.SymbolProperties, audUsdForexSymbolProperties))
             {
                 throw new RegressionTestException("Expected the AUDUSD CFD symbol properties to be the same as the underlying forex symbol properties.");
             }
         }
 
+        private static bool SymbolPropertiesAreEquivalent(SymbolProperties a, SymbolProperties b)
+        {
+            return a.Description == b.Description &&
+                   a.QuoteCurrency == b.QuoteCurrency &&
+                   a.ContractMultiplier == b.ContractMultiplier &&
+                   a.MinimumPriceVariation == b.MinimumPriceVariation &&
+                   a.LotSize == b.LotSize &&
+                   a.MarketTicker == b.MarketTicker &&
+                   a.MinimumOrderSize == b.MinimumOrderSize &&
+                   a.PriceMagnifier == b.PriceMagnifier &&
+                   a.StrikeMultiplier == b.StrikeMultiplier;
+        }
+
         /// <summary>
         /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
         /// </summary>

Algorithm.Python/ManuallySetMarketHoursAndSymbolPropertiesDatabaseEntriesAlgorithm.py

@@ -51,7 +51,7 @@ def initialize(self):
         if json.JsonConvert.serialize_object(spy_cfd.exchange.hours) != json.JsonConvert.serialize_object(equity_market_hours_entry.exchange_hours):
             raise AssertionError("Expected the SPY CFD market hours to be the same as the underlying equity market hours.")
 
-        if json.JsonConvert.serialize_object(spy_cfd.symbol_properties) != json.JsonConvert.serialize_object(equity_symbol_properties):
+        if not self.symbol_properties_are_equivalent(spy_cfd.symbol_properties, equity_symbol_properties):
             raise AssertionError("Expected the SPY CFD symbol properties to be the same as the underlying equity symbol properties.")
 
         # We can also do it for a specific ticker
@@ -66,5 +66,16 @@ def initialize(self):
         if json.JsonConvert.serialize_object(aud_usd_cfd.exchange.hours) != json.JsonConvert.serialize_object(aud_usd_forex_market_hours_entry.exchange_hours):
             raise AssertionError("Expected the AUDUSD CFD market hours to be the same as the underlying forex market hours.")
 
-        if json.JsonConvert.serialize_object(aud_usd_cfd.symbol_properties) != json.JsonConvert.serialize_object(aud_usd_forex_symbol_properties):
+        if not self.symbol_properties_are_equivalent(aud_usd_cfd.symbol_properties, aud_usd_forex_symbol_properties):
             raise AssertionError("Expected the AUDUSD CFD symbol properties to be the same as the underlying forex symbol properties.")
+    
+    def symbol_properties_are_equivalent(self, a, b):
+        return (a.description == b.description and
+                a.quote_currency == b.quote_currency and
+                a.contract_multiplier == b.contract_multiplier and
+                a.minimum_price_variation == b.minimum_price_variation and
+                a.lot_size == b.lot_size and
+                a.market_ticker == b.market_ticker and
+                a.minimum_order_size == b.minimum_order_size and
+                a.price_magnifier == b.price_magnifier and
+                a.strike_multiplier == b.strike_multiplier)