7 Commits

Author SHA1 Message Date
JosueNina ebaa355bf1 Fix Python inheritance issue with SelectionModels (#9069)
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* 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 8447137a3f Add algorithm as parameter to IExecutionModel.OnOrderEvent (#8996)
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2025-09-26 17:01:00 -04:00
Jhonathan Abreu f08ac5bcce Add OnOrderEvent method to IExecutionModel (#8987)
* Add OnOrderEvent to IExecutionModel

Feed order events to execution models

* Minor Python fix
2025-09-26 11:52:28 -04:00
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

---------

Co-authored-by: arthiondaena <arthiondaena@gmail.com>
2025-07-21 13:11:03 -04:00
Ryan Russell 35afe3da84 docs: portfolio readability fixes (#6553)
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* 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 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