Commit Graph

6 Commits

Author SHA1 Message Date
Martin Molinero f976ffa099 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
2019-05-10 16:15:24 -03:00
Stefano Raggi 05e620eb35 BrokerageTransactionHandler.ProcessSynchronousEvents - When backtesting only wait if busy 2016-01-04 21:55:54 -05:00
snugs e27e6911d1 Use BusyBlockingCollection in BrokerageTransactionHandler
This is to remove some possibilities for dead locks
2015-12-09 23:04:14 -05:00
snugs a56a8bde81 Fixes memory leak in LiveTradingDataFeed
The issue here seems to be that the TradeBarBuilderEnumerator was able to grow unbounded in some circumstances.
2015-10-28 12:57:25 -04:00
snugs 03cf654ca8 Fix potential exception bubbling out of busy blocking collection 2015-09-23 13:50:09 -04:00
snugs 844a040be5 Initial impl of coarse universe selection
Adds concept of Subscription to contain everything a data feed needs in order to process  single data feed item
Moves preparation of all data to data feed thread, algo thread receives data in format it needs
QCAlgorithm.SetUniverse( func ) allows selection based on market/symbol/dollar volume/price
Remove laziness from Slice as optimization, no order by in real time handler
2015-08-06 17:52:23 -04:00