Commit Graph

5 Commits

Author SHA1 Message Date
Alexandre Catarino 3aabb11315 Allows Market-On-Close Orders Outside Buffer Period (#6769)
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* Allows Market-On-Close Orders Outside Buffer Period

Market-On-Close orders can be submitted before and after the buffer period from 15:45 to 16:00 (Tested with TWS) meaning that we can submit MOC when the market is closed and, consequently, use daily resolution data.

* Adds Regression Test with Extended Market Hours

- Removes `nextMarketClose > Time` condition since it's unnecessary. If the algorithm Time is greater than the close of that day, `nextMarektClose` refers to the next day.

* Updates Unit Test

Updates `OrderQuantityConversionTest` because the MOC orders are submitted. They are placed at 7 pm and invalid before this pull request.

* Updates Summary of new Regression Tests
2022-12-08 19:46:58 -03:00
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
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2021-07-27 16:05:13 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Colton Sellers 019ac01a4c Reset SubmissionTimeBuffer to default value for other regressions (#5522)
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2021-05-05 11:17:13 -03:00
Colton Sellers 7ddee34e86 Configurable MarketOnCloseOrder Buffer (#5516)
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* Create a configurable SubmissionTimeBuffer for MarketClose orders.

* Nit error spacing

* Add Py and C# regression
2021-05-03 18:08:27 -03:00