5 Commits

Author SHA1 Message Date
JosueNina ebaa355bf1 Fix Python inheritance issue with SelectionModels (#9069)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Initial solution

* Solve review comments

* Add PythonSelectionModelHandler to reduce code duplication

* Refactor universe selection models

* Add python instance to Selection Models with virtual/override methods

* Add python instance to Alpha Models

* Add python instance to Execution models

* Solve review comments

* Solve new review comments

* Fix calling SetPythonInstance only when method exists and is callable

* Use unit test instead of regression algorithms

* Solve review comments

* Set python instance to the models

* Initialize Python containers only when instance is set

* Replace try-catch with explicit method existence check

* Initialize containers in BasePythonWrapper only when needed

* Add null instance check before method invocation

* Refactor TryExecuteMethod

* Refactor Python wrappers which inherit from BasePythonWrapper<>

* Solve review comments

* Remove ununsed methods

* Solve review comments
2025-11-13 17:21:55 -03:00
Jhonathan Abreu 546afd2a61 Async orders in execution models (#8872)
Syntax Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Changed default async to true and passed target.Tag

* Make execution models place orders asynchronously if specified

* Add unit tests

* Execution model default to asynchronous orders.

Also, minor fixes for tickets remaining fill quantity potential race conditions

* Add SecurityHolding.UnrealizedQuantity property

It gets the holding quantity the security will have once all open orders are filled.
Added for thread safety reasons when execution models place asynchronous orders and need to calculate the actual quantity needed to reach the target of there are open orders

* Some cleanup

* Adjust projected holdings quantity on splits

* Minor fix

* More changes and cleanup

* Minor fix

* Improvements for thread safety

* Add IOrderProvider.GetProjectedHoldings to get projected holdings atomically

* Minor unit tests fix

* Add ProjectedHoldings DTO class

* Address peer review

---------

Co-authored-by: arthiondaena <arthiondaena@gmail.com>
2025-07-21 13:11:03 -04:00
Ryan Russell 35afe3da84 docs: portfolio readability fixes (#6553)
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* docs: `portolio` -> `portfolio`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* docs: `porfoltio` -> `portfolio`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

Signed-off-by: Ryan Russell <git@ryanrussell.org>
2022-08-17 10:23:40 -03:00
Martin-Molinero 37dca9d458 Remove log packet aggregation (#6538)
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
- Remove log packet aggregation
- Clean up Queue api usage
2022-08-11 19:06:11 -03:00
Louis Szeto 9f15ca4c9c feature-<#5631>-<Create SpreadExecutionModel> (#5633)
Build & Test Lean / build (push) Has been cancelled
* Create SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Create SpreadExecutionModel.cs

* Create SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.cs

* Update SpreadExecutionModel.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.cs

* Update QuantConnect.Algorithm.Framework.csproj

* Create SpreadExecutionModelRegressionAlgorithm.py

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.cs

* Address review

- Adding CSharp regression algorithm implementation
- Updating unit tests, minor format changes

* Address review. Add comment and Abs spread percent

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-06-09 14:55:00 -03:00