Removing BacktestingTransactionHandler thread

- For backtesting the algorithm thread will sequentially process pending
order requests
   - Adding new non blocking `BusyCollection`
- Updating `UpdateOrderRegressionAlgorithm` that suffered of a race
condition: it supposed `OnOrderEvent` would be called after the call to
`Transactions.AddOrder()` was finished
This commit is contained in:
Martin Molinero
2019-05-10 15:55:09 -03:00
parent bf4a8b1aa4
commit f976ffa099
14 changed files with 301 additions and 55 deletions
@@ -134,4 +134,4 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
self.Log("FILLED:: {0} FILL PRICE:: {1}".format(self.Transactions.GetOrderById(orderEvent.OrderId), orderEvent.FillPrice))
else:
self.Log(orderEvent.ToString())
self.Log("TICKET:: {0}".format(self.tickets[-1]))
self.Log("TICKET:: {0}".format(ticket))