Fixes OnMarginCall for python algorithms

Due to pythonnet limitations, the list of SubmitOrderRequest could not be modified by OnMarginCall event handler. We now get a new list from that method and update the list in the wrapper.
2017-09-22 20:50:49 +01:00
parent e0b200a0a8
commit 6624e18f08
4 changed files with 127 additions and 1 deletions
@@ -36,6 +36,9 @@
    <LangVersion>6</LangVersion>
  </PropertyGroup>
  <ItemGroup>
+    <Content Include="MarginCallEventsAlgorithm.py">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+    </Content>
    <Content Include="QuandlFuturesDataAlgorithm.py">
      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
    </Content>