20 Commits

Author SHA1 Message Date
JosueNina 9e8c2203c1 OrderCommand should use default order properties (#9274)
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2026-02-09 09:37:15 -03:00
Martin-Molinero 7c9aa858c2 Improve python command serialization (#8351)
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- Fix bug in python command serialization, expanding existing tests
2024-10-02 09:19:04 -03:00
Martin-Molinero 8fb70b20d0 Enhance command support (#8348)
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* Enhance command support

- Enhance command support, adding link helper methods. Adding and
  expanding new tests
- Minor improvement for command str representation

* Minor test fix
2024-09-30 16:01:08 -03:00
Martin-Molinero 86fd80a31a Generic live command support (#8330)
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* Generic command support

- Adding generic algorithm command support. Adding regression algorithms
- Allow PythonWrapper to validate classes too

* Minor improvements
2024-09-19 16:02:42 -03:00
Jhonathan Abreu 25ab8bdacc Move small namespaces' messages to 'Messages' folder (#6930)
* Move Benchmarks, Exceptions and Indicators namespaces' messages to Messages folder

* Move Command namespace's messages to Messages folder
2023-02-09 19:17:40 -03:00
Martin-Molinero 575f17c6ec Order command improvements (#6584)
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- Create SubmitOrderRequest method in algorithm API to reduce
  duplication of code and responsability.
- Add order command tests for different failure and success cases
- Fix null reference exception in equity fill model, when there is no
  data for an asset.
2022-08-25 15:53:11 -03:00
Ryan Russell 62493f8986 docs: algorithm readability improvements (#6554)
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docs: `algorthm` -> `algorithm`
2022-08-17 10:39:57 -07:00
Ronit Jain 0d882b8201 Refactor handle lean-cli commands for live deployments (#6527)
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* handle multiple command files

* remove default useage

* add tests for verify files are read in order

* add comment

* change reuslt file name

* add comment

* liquidate using given symbol values

* remove redundant

* accept ticker, market, security type to build symbol, to be used by CLI commands

* use null leverage

* symbol can be null if ticker, market, security type values are provided

* reject the default value of security type

* cleanup

* cleanup

* check if status is not invalid

* cleanup

* abstraction to remove duplication

* fix name

* address reviews

* use counter

* add test to validate symbol/ticker agrumnets

* remove hardcoded values
2022-08-12 18:12:33 -03:00
Martin-Molinero ef531e09bd Add Lean commands (#6513)
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* Add Lean commands

- Add Lean commands to common project

* Address reviews

- Address reviews, refactor command interfaces and classes

* Rename FileCommandQueueHandler to FileCommandHandler
2022-07-28 16:44:40 -03:00
Andrew f7bd4f59b7 Remove commands from Lean 2017-07-14 12:40:53 -04:00
Stefano Raggi 4a12c28823 More decimal quantity fixes
- Reverted some changes to algorithms
- Changed UpdateOrderCommand.Quantity from int to decimal
- Fixed DefaultMarginCallModel for decimals and LotSize
2017-06-22 20:45:57 +02:00
jameschch@outlook.com 7763efdc83 Changes related to #330 order quantity decimalized 2016-06-24 11:28:21 +01:00
snugs ec8bb924d5 Adds UpdateOrderCommand 2015-12-17 18:04:50 -05:00
snugs ffd9d138cc Move try/catch to algo manager 2015-12-17 18:04:49 -05:00
snugs efe5d8f778 Adds CancelOrderCommand 2015-12-17 18:04:49 -05:00
snugs 91691d5fda Adds AddSecurityCommand 2015-12-09 13:32:38 -05:00
snugs 11db76d984 Adds generics AlgorithmStatusCommand 2015-11-23 20:46:46 -05:00
snugs 7aad122176 ICommand.Run now returns CommandResultPacket 2015-11-23 20:10:09 -05:00
snugs d696f09b28 Adds IAlgorithm.Status
AlgorithmManager._algorithmState was removed and replaced with
pass through to IAlgorithm.Status
2015-11-09 11:18:41 -05:00
snugs 3285198cfe Implements ICommandQueueHandler
The command queue provides external messaging into the algorithm.
It yields ICommand instances which are runnable against the algorithm.
This allows a user to exercise some control/change over the algorithm's
behavior while it's still running.

To show the pattern, I've implemented the Order, Liquidate, and Quit commands
2015-11-04 21:26:14 -05:00