Commit Graph

4 Commits

Author SHA1 Message Date
Jhonathan Abreu d82d70dacf Support asynchronous non-market orders (#8946)
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
* Add 'asynchronous' parameter to trading api

* Add regression algorithms

* More fixes for asynchronous orders

* Fix failing unit tests

* Fix failing unit tests

* Add multiple orders requests in transaction handler

Make each transaction thread handle requests corresponding to the same order

* Refactor order state machine in BrokerageTransactionHandler

Now using a single dictionary to hold orders and their state, either pending for submission, open or closed.

* Revert: remove complete orders from new state machine in BTH

* Add order ticket to new BTH open orders state machine

* Run syn in Backtesting transaction handler for new orders submission

* Remove OpenOrderState.SubmissionPending property

* Add Security to OpenOrderState

* Minor fix

* Cleanup

* Some cleanup in BTH

* Cleanup

* Minor fix

* Minor unit test fix

* Minor fix

* Make Brokerage.ConcurrencyEnable property virtual

* Minor change

* Cleanup

* Add 'asynchronous' parameter to SetHoldings api

* Improve regression algorithms
2025-09-10 08:29:50 -04:00
Ashutosh 3c30e255fe pep8 conversion of python algos (#7948)
* pep8 conversion of python algos

* adding 10 more pep8 converted algos

* PEP8 updates/fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 10:06:48 -04:00
Martin-Molinero 78647d3a1d Update libraries and python 3.11 (#7856)
* Update python 3.11

* Update ARM foundation image and minor improvements
2024-03-26 12:57:56 -03:00
Martin-Molinero 5ebf451fb3 Fix for python SetHoldings precision loss (#5879)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
- After https://github.com/QuantConnect/Lean/pull/5872 trading API
  changes numpy float64 was not converted correctly by pythonNet and
  used an int. Reverting API changes and adding regression test. This
  should be fixed at pythonNet layer
2021-08-25 15:25:39 -03:00