Support asynchronous non-market orders (#8946)
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* Add 'asynchronous' parameter to trading api * Add regression algorithms * More fixes for asynchronous orders * Fix failing unit tests * Fix failing unit tests * Add multiple orders requests in transaction handler Make each transaction thread handle requests corresponding to the same order * Refactor order state machine in BrokerageTransactionHandler Now using a single dictionary to hold orders and their state, either pending for submission, open or closed. * Revert: remove complete orders from new state machine in BTH * Add order ticket to new BTH open orders state machine * Run syn in Backtesting transaction handler for new orders submission * Remove OpenOrderState.SubmissionPending property * Add Security to OpenOrderState * Minor fix * Cleanup * Some cleanup in BTH * Cleanup * Minor fix * Minor unit test fix * Minor fix * Make Brokerage.ConcurrencyEnable property virtual * Minor change * Cleanup * Add 'asynchronous' parameter to SetHoldings api * Improve regression algorithms
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@@ -42,8 +42,10 @@ class OrderTicketAssignmentDemoAlgorithm(QCAlgorithm):
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ticket = order_event.ticket
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if ticket is None:
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raise AssertionError("Expected order ticket in order event to not be null")
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if order_event.status == OrderStatus.SUBMITTED and self.ticket is not None:
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raise AssertionError("Field self.ticket not expected no be assigned on the first order event")
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if self.ticket is None:
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raise AssertionError("Expected the ticket to have been returned by the MarketOrder call")
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if ticket.order_id != self.ticket.order_id:
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raise AssertionError("Expected the ticket in the order event to be the same instance as the one returned by MarketOrder")
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self.debug(ticket.to_string())
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