Commit Graph

8 Commits

Author SHA1 Message Date
Colton Sellers f135fb8060 Bug Backtesting Brokerage Clones (#4644)
* fix order updates

* Fix option exercise issue

* Regression changes

* Update regressions to reflect fixes

* Refactor handling of order to fully fix #2846

* Regression Algorithm for unit test

* Pre review

* Fix breaking tests

* OrderImmutability Regression Algo

* OrderImmutability Regression Algo Compile

* Address review

* Update regressions with new orderhash
2020-09-09 19:44:56 -03:00
Martin Molinero 1dd742d1b8 Order sizing fix
- Improving OrderSizing.Value and Volume to include code in consumers
- OrderSizing.GetUnorderedQuantity() will adjust result by lot size
- ImmediateExecutionModels will use OrderSizing.GetUnorderedQuantity()
- OrderSizing.Value() will take into account ContractMultiplier
- Adding unit tests
2020-02-11 13:17:10 -03:00
Stefano Raggi 9d3c1df5f3 Fix execution models to handle partially filled orders 2019-05-24 11:50:31 +02:00
Martin Molinero cfa08a11fb Address reviews
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
Martin Molinero 1997197f47 Fix failing unit tests 2018-09-18 12:10:42 -03:00
Martin Molinero 41873b2315 Fixing unit tests 2018-08-31 16:06:41 -03:00
Stefano Raggi 039c065be8 Add unit tests for ImmediateExecutionModel 2018-08-08 17:47:04 +02:00