quantconnect--lean

Author	SHA1	Message	Date
Louis Szeto	279a7ef235	pep8 conversion on python algos #10 (#7951 ) 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 Python Virtual Environments / build (push) Has been cancelled * pep8 conversion * PEP8 updates/fixes --------- Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>	2024-04-19 12:59:02 -03:00
Alexandre Catarino	3aabb11315	Allows Market-On-Close Orders Outside Buffer Period (#6769 ) Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Allows Market-On-Close Orders Outside Buffer Period Market-On-Close orders can be submitted before and after the buffer period from 15:45 to 16:00 (Tested with TWS) meaning that we can submit MOC when the market is closed and, consequently, use daily resolution data. * Adds Regression Test with Extended Market Hours - Removes `nextMarketClose > Time` condition since it's unnecessary. If the algorithm Time is greater than the close of that day, `nextMarektClose` refers to the next day. * Updates Unit Test Updates `OrderQuantityConversionTest` because the MOC orders are submitted. They are placed at 7 pm and invalid before this pull request. * Updates Summary of new Regression Tests	2022-12-08 19:46:58 -03:00

2 Commits