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Author SHA1 Message Date
Ricardo Andrés Marino Rojas cce8945fe8 Api Clean up, Documentation and Standarization part two (#7964)
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* Add improvements

* Add improvments and unit tests

* Add XML comments

* Nit changes

* Add unit tests for OrderJsonConverter

* Improve unit tests

* Address requested changes

* Fix bugs

* Fix bugs

* Fix bugs and self-review

* Fix bugs

* Address requested changes

* Fix unit test bug

* Fix bugs

* Improve unit tests

* Solve bugs
 2024-04-26 13:17:34 -03:00
Jhonathan Abreu 07ded61fe9 Fix currency formatting (#7723)
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* Replace currency string formatting with Lean currency symbols.

Also clean up orders tags from having redundant information.

* Setting default order tag only after price currency is properly set

* Minor fixes and new unit tests

* Minor fixes
 2024-01-25 12:20:05 -03:00
Jhonathan Abreu 906ab20bee Trailing stop orders (#7402) 
* Add trailing stop orders base implementation

* Handle trailing stop order prices rounding

* Implement trailing stop orders fill logic

* Minor fill model changes

* Add ApplySplit to fill model interface for models that might need to be aware of splits.

Filling trailing stop orders require keeping track of min/max prices, which need to be split adjusted.

* Add brokerage order updated event for communicating certain order types prices changes

* Add order update event args class for brokerage side order updates

* Revert IFillModel.ApplySplit

* Add trailing stop orders regression algorithm

* Updated order ticket demo algorithm to include trailing stop orders

* Some cleanup

* Support trailing stop orders in IB brokerage model

* Some cleanup

* Fix failing tests

* Fix failing regression algorithm

* Address peer review

* Add trailing stop price calculation unit tests

* Minor changes

* Minor change
 2023-07-28 17:49:58 -04:00