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2dce74e26dec9975ba7ebba214698167012d9cbb
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5 Commits

Author SHA1 Message Date
quant1729 2dce74e26d - Extended Option security and Option holding classes 
- Updated IB fee model to support option exercise
- Added support for splits for options. Not tested on real data yet.
- Added option exercise functionality for long positions. Unit Tests. Not tested on real data yet.
- Added option assignment functionality for short positions. Assignment event. Unit Tests.
- Added basic option assignment simulator for backtesting brokerage. Simulates assignments for deep ITM short positions close to expiration. Unit Tests.
 2016-08-31 18:00:00 +02:00
snugs dc3fc98b7b Move CircularQueue to Util 2015-12-16 13:57:53 -05:00
QuantConnect 7ef10bc711 Rename some variables to avoid use of namespace referencing 2015-10-07 12:43:02 -04:00
snugs 6bc9c5a7fb Fixes bug related to new time zone feature 
RealTimeSynchronizedTimer now triggers based on UTC time
LiveTradingDataFeed used UTC time to add to bridge
Renamed Security.Time to Security.LocalTime to be explicit
Renamed SecurityExchange.Time to SecurityExchange.LocalTime to be explicit
 2015-07-09 16:14:19 -04:00
snugs 704bfc2298 Adds new order ticket system 
QCAlgorithm order functions now return an OrderTicket

OrderTicket can be used to directly update or cancel an order

Placing an order now submits an OrderRequest which is processed by the ITransactionHandler
 2015-07-08 23:40:28 -04:00