github-featured / quantconnect--lean

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    Fix order deserialization overflow for values at the edge of the decimal range (#9615)

    frostbyte_neo 发布于 2026-07-14 13:33:05 +00:00 | 23 次提交 在此版本后已推送到 master

    Order quantities and prices out of the decimal range are clamped to
    decimal.MaxValue/MinValue at order creation, e.g. by the QCAlgorithm
    double quantity order methods through SafeDecimalCast. When read back,
    JObject parses these values as doubles that round past the decimal
    range, so Value() threw an OverflowException. Clamp them back
    into range when deserializing.

    Co-authored-by: Claude Fable 5 noreply@anthropic.com

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