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10 Commits

Author SHA1 Message Date
Noah Misch 2b1136e446 Fix algorithms using OnData(TradeBars) w/o using arg or other OnData(). (#8245)
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Commit d24f665ee4 removed the
Engine/AlgorithmManager.cs support for OnData(TradeBars), making these
methods dead code.  Hence, some of these algorithms no longer placed
orders.  Fix by changing OnData(TradeBars) to OnData(Slice).  Files that
use the TradeBars argument or use OnData(Dividends) have the same
trouble; leave them for future work.
 2024-08-06 10:15:56 -03:00
Michael Handschuh 49af364055 Update Algorithm.CSharp to respect CA1304 and CA1305 
Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture

See #3045
 2019-09-12 15:30:45 -04:00
Jared Broad 61043d9d98 Tagged algorithms for QCU 2017-09-20 15:44:51 -04:00
Michael Handschuh 7a7b77cae1 Update Order.GetValue to take a Security 
Previously the get value functions were not respecting various conversion rates and contract multipliers
 2016-02-04 19:56:26 -05:00
snugs 0bec26854c Fixes brokerage message in BrokerageModelAlgorithm 2015-12-18 15:54:30 -05:00
Stefano Raggi 01afc560f4 Added Settlement models 
- New ISettlementModel interface with implementations:  ImmediateSettlementModel + DelayedSettlementModel
- SecurityPortfolioManager: UnsettledCashBook + ScanForCashSettlement
- Added tests for settlement models
- Added GetSettlementModel to IBrokerageModel
- Added AccountType argument to SetBrokerageModel()
- Added SetBrokerageModel(IBrokerageModel) overload
- Made BrokerageModel setter private
 2015-11-11 22:18:34 -05:00
snugs e79e03e28b Check for Filled or PartiallyFilled for order value 
When computing order.GetValue(marketPrice) sometimes we want to use the order.Price and other
times we want to use security.Price, we want to use order.Price if the order's status is either
Filled or PartiallyFilled
 2015-07-09 20:13:15 -04:00
snugs 4cc5c1daf7 Use fill price for order value when filled 2015-07-09 18:24:03 -04:00
snugs bd3aaa2155 OBSOLETE Order.Value - Use Order.GetValue(currentMarketPrice) instead 2015-07-09 17:45:50 -04:00
QuantConnect 55a6215da6 Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms 2015-06-17 17:44:02 -04:00