Add python SecurityCache.GetData method (#8724)

* Initial solution * Fix regression algorithms
2025-04-28 09:46:31 -05:00
parent 55b21cd714
commit cc38a6410f
10 changed files with 108 additions and 12 deletions
@@ -45,7 +45,7 @@ class ForwardDataOnlyFillModel(EquityFillModel):
    def fill(self, parameters: FillModelParameters):
        order_local_time = Extensions.convert_from_utc(parameters.order.time, parameters.security.exchange.time_zone)
        for data_type in [ QuoteBar, TradeBar, Tick ]:
-            data = parameters.security.cache.get_data[data_type]()
+            data = parameters.security.cache.get_data(data_type)
            if not data is None and order_local_time <= data.end_time:
                return super().fill(parameters)
        return Fill([])