Add OnOrderEvent method to IExecutionModel (#8987)

* Add OnOrderEvent to IExecutionModel

Feed order events to execution models

* Minor Python fix
This commit is contained in:
Jhonathan Abreu
2025-09-26 11:52:28 -04:00
committed by GitHub
parent ff2d749d61
commit f08ac5bcce
9 changed files with 372 additions and 11 deletions
@@ -39,6 +39,7 @@ using QuantConnect.Data.Market;
using QuantConnect.Algorithm.Framework.Alphas.Analysis;
using QuantConnect.Commands;
using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;
using QuantConnect.Algorithm.Framework.Execution;
namespace QuantConnect.AlgorithmFactory.Python.Wrappers
{
@@ -569,6 +570,11 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
/// </summary>
public SignalExportManager SignalExport => ((QCAlgorithm)_baseAlgorithm).SignalExport;
/// <summary>
/// The execution model
/// </summary>
public IExecutionModel Execution => ((QCAlgorithm)_baseAlgorithm).Execution;
/// <summary>
/// Set a required SecurityType-symbol and resolution for algorithm
/// </summary>