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Brokerage Models Order Supported Types Check (#6989)
frostbyte_neo 发布于
2023-02-21 16:11:04 +00:00 | 1578 次提交 在此版本后已推送到 master- Fix Issue #6937
Some brokerage models don't check the order type in
CanSubmitOrder.
As a result, unimplemented order types don't causeCanSubmitOrder
to return false as it should.This commit fixes these issues for:
FTXBrokerageModel.csInteractiveBrokersBrokerageModel.csSamcoBrokerageModel.csTradierBrokerageModel.csZerodhaBrokerageModel.cs
Brokerage implementations can be found at
https://github.com/orgs/QuantConnect/repositories. For example, the
Zerodha Brokerage implementation is available at
https://github.com/QuantConnect/Lean.Brokerages.Zerodha.Signed-off-by: Abhishek Kumar abhi.kr.2100@gmail.com
- Use HashSet instead of an array
Checking if an object is contained within a HashSet is faster than
checking the same in an array.Signed-off-by: Abhishek Kumar abhi.kr.2100@gmail.com
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Minor adjustments and normalization
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Add missing OptionExercise for IB
Signed-off-by: Abhishek Kumar abhi.kr.2100@gmail.com
Co-authored-by: Martin-Molinero martin@quantconnect.com下载附件