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
@@ -44,6 +44,7 @@
    <Compile Include="LimitFillRegressionAlgorithm.py" />
    <Compile Include="MACDTrendAlgorithm.py" />
    <Compile Include="main.py" />
+    <Compile Include="MarginCallEventsAlgorithm.py" />
    <Compile Include="MarketOnOpenOnCloseAlgorithm.py" />
    <Compile Include="MovingAverageCrossAlgorithm.py" />
    <Compile Include="OrderTicketDemoAlgorithm.py" />