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Author SHA1 Message Date
Jhonathan Abreu f1076020af Add fillForward parameter to History methods (#7180)
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* Add fillForward parameters to every History method

* Remove conflicting Python history method

* Undo removing conflicting Python history method

* Minor changes

* Minor changes

* Minor changes

* Add fillForward and extendedMarket parameters to history request factory

* Minor changes

* Minor changes

* Minor changes

* Minor changes

* Minor unit tests changes

* Rename fillForward parameter in History API

New name if fillDataForward as in the Add*Security API to standarize
parameters naming

* Rename fillForward parameter

Using the shorter fillForward in every API
 2023-04-17 16:42:13 -03:00
Jhonathan Abreu 0b661e70c1 Fix combo order direction determination (#7066)
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* Fix fill quantity using group order quantity for combo orders

* Add Order's ComboQuantity property

* Add Order's ComboDirection property

* Minor changes and regression algorithms update

* Minor changes

* Update algorithms stats

* Minor changes and regression algorithms update

* Store the full quantity for each combo order leg in Quantity property instead of the ratio

* Minor changes and regression algorithms update

* A few fixes after pair programming

* Handle grouping position reduction

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Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-03-21 12:26:50 -03:00