github-featured / quantconnect--lean

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    Disable MOO orders for futures out of regular market hours (#6480)

    frostbyte_neo 发布于 2022-07-19 19:18:06 +00:00 | 1828 次提交 在此版本后已推送到 master

    • Remove suppport for market orders and MOO orders for futures

    • Add regression algorithm to assert that limit orders are filled on after hours for futures

    • Remove suppport for market orders and MOO orders for futures in DefaultBrokerageModel

    • Update regression algorithms stats

    • Fixed regression algorithm and clean up

    • Add unit tests

    • Fix regression algorithms

    • Address changes request

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