Commit Graph

8 Commits

Author SHA1 Message Date
Noah Misch d2d366e3f9 Fix sign of order quantity in example algorithm OnMarginCall(). (#8251)
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Despite the comments about avoiding margin calls and about padding, this
turned a proposed sale of 100 shares into a *buy* of 110 shares.
2024-08-12 17:40:51 -03:00
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
Martin Molinero cfa08a11fb Address reviews
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
snugs d636b10dca Remove market price as parameter to SubmitOrderRequest 2015-07-09 11:12:18 -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
QuantConnect 55a6215da6 Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms 2015-06-17 17:44:02 -04:00