Commit Graph

4 Commits

Author SHA1 Message Date
Jhonathan Abreu d82d70dacf Support asynchronous non-market orders (#8946)
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* Add 'asynchronous' parameter to trading api

* Add regression algorithms

* More fixes for asynchronous orders

* Fix failing unit tests

* Fix failing unit tests

* Add multiple orders requests in transaction handler

Make each transaction thread handle requests corresponding to the same order

* Refactor order state machine in BrokerageTransactionHandler

Now using a single dictionary to hold orders and their state, either pending for submission, open or closed.

* Revert: remove complete orders from new state machine in BTH

* Add order ticket to new BTH open orders state machine

* Run syn in Backtesting transaction handler for new orders submission

* Remove OpenOrderState.SubmissionPending property

* Add Security to OpenOrderState

* Minor fix

* Cleanup

* Some cleanup in BTH

* Cleanup

* Minor fix

* Minor unit test fix

* Minor fix

* Make Brokerage.ConcurrencyEnable property virtual

* Minor change

* Cleanup

* Add 'asynchronous' parameter to SetHoldings api

* Improve regression algorithms
2025-09-10 08:29:50 -04:00
Martin-Molinero 513ced31d7 Add python syntax check (#8651)
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* Add python syntax check

* Fix some python regression algorithms

* Fixing more bugs
2025-03-28 10:36:26 -03:00
Jhonathan Abreu 77591f90c7 PEP8 python algorithms conversion (#7950)
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* PEP8 python algorithms conversion

* Fix: Get python or c# methods in PythonData as python wrapper

* Convert portfolio models to PEP8
2024-04-18 19:43:48 -03:00
Jhonathan Abreu 60aba9efa4 Make order ticket available from order event (#7316)
* Make order ticket available from order event

* Add regression algorithms

* Address peer review

* Address peer review
2023-06-15 11:11:06 -04:00