github-featured / quantconnect--lean

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  • 17282 d82d70dacf
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    Support asynchronous non-market orders (#8946)

    frostbyte_neo 发布于 2025-09-10 12:29:50 +00:00 | 364 次提交 在此版本后已推送到 master

    • Add 'asynchronous' parameter to trading api

    • Add regression algorithms

    • More fixes for asynchronous orders

    • Fix failing unit tests

    • Fix failing unit tests

    • Add multiple orders requests in transaction handler

    Make each transaction thread handle requests corresponding to the same order

    • Refactor order state machine in BrokerageTransactionHandler

    Now using a single dictionary to hold orders and their state, either pending for submission, open or closed.

    • Revert: remove complete orders from new state machine in BTH

    • Add order ticket to new BTH open orders state machine

    • Run syn in Backtesting transaction handler for new orders submission

    • Remove OpenOrderState.SubmissionPending property

    • Add Security to OpenOrderState

    • Minor fix

    • Cleanup

    • Some cleanup in BTH

    • Cleanup

    • Minor fix

    • Minor unit test fix

    • Minor fix

    • Make Brokerage.ConcurrencyEnable property virtual

    • Minor change

    • Cleanup

    • Add 'asynchronous' parameter to SetHoldings api

    • Improve regression algorithms

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