2 Commits

Author	SHA1	Message	Date
Martin-Molinero	81a334c525	Add Leg.Create method (#6842) ... - Add Leg.Create method for sugar syntax, specially for python	2023-01-09 14:20:32 -03:00
Jhonathan Abreu	b54281b262	Combo orders (#6813) ... * Feature combo orders - Add support for combo orders * Make fill model wait for all grouped orders to emit fills * Add ComboFill to model multiple fills for combo orders * Fill combo limit orders Add some regression algorithms * Add fill implementation for combo leg limit orders * Add IFill as common interface for Fill and ComboFill * Refactor combo orders removing IGroupOrder interface Move the group order manager to the base Order class * Update algorithms * Handle combo order events atomically * Refactor brokerage transaction event handler * Refactor combo fill models * Process fills in batch * Combo orders fill model tests * Combo leg limit orders algorithm * Regression algorithms cleanup * Fill and combo fill classes cleanup * Housekeeping * Refactor equity fill model to derive from base fill model * Address review changes request * Handling the new types of orders in the OrderJsonConverter * Add regression algorithm to test combo orders update/cancel * Add regression algorithm to test combo orders update/cancel * Housekeeping * Address review changes request * Minor changes * Security transaction handler method for setting order request id * Extend public interface for placing combo orders * Combo order tickets demo algorithm python version * Tweaks and updates * Minor fixes * Minor changes * Minor fixes * Address reviews minor fixes * Minor fixes Co-authored-by: Martin-Molinero <martin@quantconnect.com>	2023-01-06 17:58:43 -03:00