Commit Graph

2 Commits

Author SHA1 Message Date
Ashutosh 1cae47ab25 pep8 conversion of python algos (#7942)
* pep8 conversion of python algos

* adding 10 more pep8 converted algos
2024-04-18 15:14:56 -03:00
Jhonathan Abreu 906ab20bee Trailing stop orders (#7402)
* Add trailing stop orders base implementation

* Handle trailing stop order prices rounding

* Implement trailing stop orders fill logic

* Minor fill model changes

* Add ApplySplit to fill model interface for models that might need to be aware of splits.

Filling trailing stop orders require keeping track of min/max prices, which need to be split adjusted.

* Add brokerage order updated event for communicating certain order types prices changes

* Add order update event args class for brokerage side order updates

* Revert IFillModel.ApplySplit

* Add trailing stop orders regression algorithm

* Updated order ticket demo algorithm to include trailing stop orders

* Some cleanup

* Support trailing stop orders in IB brokerage model

* Some cleanup

* Fix failing tests

* Fix failing regression algorithm

* Address peer review

* Add trailing stop price calculation unit tests

* Minor changes

* Minor change
2023-07-28 17:49:58 -04:00