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Configurable MarketOnCloseOrder Buffer (#5516)
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* Create a configurable SubmissionTimeBuffer for MarketClose orders.

* Nit error spacing

* Add Py and C# regression
This commit is contained in:
Colton Sellers
2021-05-03 14:08:27 -07:00
committed by GitHub
parent f00d4655cf
commit 7ddee34e86
6 changed files with 206 additions and 7 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -239,6 +239,7 @@
<None Include="main.py" />
<None Include="MarginCallEventsAlgorithm.py" />
<None Include="MarketOnOpenOnCloseAlgorithm.py" />
<None Include="MarketOnCloseOrderBufferRegressionAlgorithm.py" />
<None Include="MaximumPortfolioDrawdownFrameworkAlgorithm.py" />
<None Include="MeanVarianceOptimizationFrameworkAlgorithm.py" />
<None Include="MovingAverageCrossAlgorithm.py" />