github-featured / quantconnect--lean

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    Reuse Code To Find Best Effort TradeBar (#7057)

    frostbyte_neo 发布于 2023-03-09 14:06:26 +00:00 | 1548 次提交 在此版本后已推送到 master

    The LimitFill, LimitIfTouchedFill and StopMaketFill methods require TradeBar data to test price levels. We create a method to serve these methods as well other methods that will require this information.

    Removes Price > 0 check for TradeType.Trade data. Unecessary check, since a tick price cannot be less or equal to zero.

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