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5 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
Jhonathan Abreu 3dab2e42eb Handle/filter new brokerage-side orders (#7706) 
* Handle/filter brokerage side orders

* Add unit tests

* Minor fix

* Add unrequested security for new brokerage-side orders

* Add unit test for algorithms overriding the brokerage message handler

* Add unit test for python algorithm overriding the brokerage message handler

* Minor change

* Address peer review
 2024-01-23 12:01:03 -04:00
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
QuantConnect 74fb1805ad Added brokerage messaging handler example 2015-12-03 14:43:53 -05:00