6 Commits

Author SHA1 Message Date
Jhonathan Abreu 546afd2a61 Async orders in execution models (#8872)
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* 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

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Co-authored-by: arthiondaena <arthiondaena@gmail.com>
2025-07-21 13:11:03 -04:00
Jhonathan Abreu b8e49a94ad Python models conversion to PEP8 (#7969)
* Python models conversion to PEP8

* Python models conversion to PEP8

* Minor fix
2024-04-23 10:45:36 -04:00
Martin-Molinero 37dca9d458 Remove log packet aggregation (#6538)
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- Remove log packet aggregation
- Clean up Queue api usage
2022-08-11 19:06:11 -03:00
Martin-Molinero aaba566954 Alpha Streams Improvements. Python Imports (#5874)
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* Order handling improvements

- Execution model will only trigger market order if they are above the
  minimum order margin portfolio percetage value
- SecurityCache.Reset is complete

* Python Import fixes

- Add regression test for ImmediateExecutionModel minimum order margin
  check
2021-08-24 11:15:48 -03:00
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
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2021-07-27 16:05:13 -03:00
Louis Szeto 9f15ca4c9c feature-<#5631>-<Create SpreadExecutionModel> (#5633)
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* 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