Reset Index.ManualSetIsTradable when security is removed

Author: jhonabreul

Algorithm/QCAlgorithm.cs

@@ -1977,7 +1977,7 @@ public Security AddSecurity(Symbol symbol, Resolution? resolution = null, bool f
 
             if (isCanonical)
             {
-                security.IsTradable = false;
+                security.MakeNonTradable();
                 Securities.Add(security);
 
                 // add this security to the user defined universe
@@ -2503,7 +2503,7 @@ public bool RemoveSecurity(Symbol symbol)
             }
 
             // Mark security as not tradable
-            security.IsTradable = false;
+            security.MakeNonTradable();
             if (symbol.IsCanonical())
             {
                 // remove underlying equity data if it's marked as internal
@@ -3560,8 +3560,8 @@ private RestResponse SendBroadcast(string typeName, Dictionary<string, object> p
             {
                 payload["$type"] = typeName;
             }
-            return _api.BroadcastLiveCommand(Globals.OrganizationID, 
-                AlgorithmMode == AlgorithmMode.Live ? ProjectId : null, 
+            return _api.BroadcastLiveCommand(Globals.OrganizationID,
+                AlgorithmMode == AlgorithmMode.Live ? ProjectId : null,
                 payload);
         }
 

Common/Extensions.cs

@@ -3920,6 +3920,20 @@ public static void MakeTradable(this Security security)
             }
         }
 
+        /// <summary>
+        /// Helper method to set the <see cref="Security.IsTradable"/> property to <code>false</code>
+        /// when a security is being removed from the algorithm or delisted
+        /// </summary>
+        /// <param name="security"></param>
+        public static void MakeNonTradable(this Security security)
+        {
+            if (security is Securities.Index.Index index)
+            {
+                index.ManualSetIsTradable = false;
+            }
+            security.IsTradable = false;
+        }
+
         /// <summary>
         /// Helper method to set an algorithm runtime exception in a normalized fashion
         /// </summary>

Common/Securities/Index/Index.cs

@@ -35,7 +35,7 @@ public override bool IsTradable {
             get => _isTradable;
             set
             {
-                ManualSetIsTradable = value;
+                if (value) ManualSetIsTradable = true;
                 _isTradable = value;
             }
         }

Engine/DataFeeds/UniverseSelection.cs

@@ -430,7 +430,7 @@ public SecurityChanges HandleDelisting(BaseData data, bool isInternalFeed)
             {
                 // don't allow users to open a new position once delisted
                 security.IsDelisted = true;
-                security.IsTradable = false;
+                security.MakeNonTradable();
 
                 // Add the security removal to the security changes but only if not pending for removal.
                 // If pending, the removed change event was already emitted for this security