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Fix combo order direction determination (#7066)
frostbyte_neo 发布于
2023-03-21 15:26:50 +00:00 | 1527 次提交 在此版本后已推送到 master-
Fix fill quantity using group order quantity for combo orders
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Add Order's ComboQuantity property
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Add Order's ComboDirection property
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Minor changes and regression algorithms update
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Minor changes
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Update algorithms stats
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Minor changes and regression algorithms update
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Store the full quantity for each combo order leg in Quantity property instead of the ratio
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Minor changes and regression algorithms update
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A few fixes after pair programming
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Handle grouping position reduction
Co-authored-by: Martin-Molinero martin@quantconnect.com
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