10 Commits

Author	SHA1	Message	Date
Stefano Raggi	013edbcbcb	Reuse existing OrderResponseErrorCode.AlgorithmWarmingUp	2018-01-15 23:01:17 +01:00
Stefano Raggi	89a59351cd	Add OnWarmupFinished method to QCAlgorithm ... This method is being added to allow algorithms to complete initialization tasks that cannot be executed during Initialize, such as cancelling existing open orders in live trading. This method will be called only once, when the warmup task is complete. Closes #1043	2018-01-15 13:46:30 +01:00
AlexCatarino	53ba7ee140	Adds OrderResponse error message for quantity less than lot size	2018-01-04 22:38:26 +00:00
quant1729	2dce74e26d	- Extended Option security and Option holding classes ... - Updated IB fee model to support option exercise - Added support for splits for options. Not tested on real data yet. - Added option exercise functionality for long positions. Unit Tests. Not tested on real data yet. - Added option assignment functionality for short positions. Assignment event. Unit Tests. - Added basic option assignment simulator for backtesting brokerage. Simulates assignments for deep ITM short positions close to expiration. Unit Tests.	2016-08-31 18:00:00 +02:00
Michael Handschuh	ae8c68f99c	Adds Security.IsTradable flag ... By default, all internal feeds are considered non-tradable, but this value can be overriden via public get/set	2016-04-06 19:15:50 -04:00
Michael Handschuh	dbcc672540	Simplify PreOrderChecksImpl	2016-02-16 13:26:08 -05:00
Stefano Raggi	1374a7985f	Adds CFD support to QCAlgorithm.PreOrderChecksImpl	2016-01-20 22:12:42 +01:00
snugs	cfb3e08c69	Adds IBrokerageModel.CanSubmitOrder	2015-12-18 16:23:42 -05:00
snugs	63ceefc4ed	Initial implementation of algorithm warmup	2015-09-22 15:14:46 -04:00
snugs	704bfc2298	Adds new order ticket system ... QCAlgorithm order functions now return an OrderTicket OrderTicket can be used to directly update or cancel an order Placing an order now submits an OrderRequest which is processed by the ITransactionHandler	2015-07-08 23:40:28 -04:00