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Adds CustomPartialFillModelAlgorithm

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This basic algorithm implements a `CustomPartialFillModel` class that chnages the behavior of the `FillModel.MarketFill` to simulate partially fill orders.
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AlexCatarino
2020-04-13 18:50:03 +01:00
parent 8564a29d8a
commit e23d7e4486
4 changed files with 191 additions and 2 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+3 -2
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@@ -78,6 +78,7 @@
<None Include="CustomDataAddDataRegressionAlgorithm.py" />
<None Include="TrainingExampleAlgorithm.py" />
<None Include="LongOnlyAlphaStreamAlgorithm.py" />
<None Include="CustomPartialFillModelAlgorithm.py" />
<Content Include="BasicTemplateConstituentUniverseAlgorithm.py" />
<Content Include="BasicTemplateOptionsConsolidationAlgorithm.py" />
<Content Include="Benchmarks\SECReportBenchmarkAlgorithm.py" />
@@ -203,7 +204,7 @@
<None Include="OptionRenameRegressionAlgorithm.py" />
<None Include="OptionSplitRegressionAlgorithm.py" />
<None Include="OrderTicketDemoAlgorithm.py" />
<None Include="ParameterizedAlgorithm.py" />
<None Include="ParameterizedAlgorithm.py" />
<None Include="QuandlFuturesDataAlgorithm.py" />
<None Include="QuandlImporterAlgorithm.py" />
<None Include="readme.md" />
@@ -335,4 +336,4 @@
<Target Name="AfterBuild">
</Target>
-->
</Project>
</Project>