snugs
1f15eb2c04
Changed system to use Margin Models, removing leverage wherever possible allowing for dynamic margin models. Created first portfolio fill model for FOREX which treats it as a currency swap through the cashbook instead of a tradable asset. Updated the Securities/SecurityPortfolioManager to use cashbook value + holdings removing FOREX virtual positions. Created a new benchmark system for comparing quantconnect builds.
80 lines
2.7 KiB
C#
80 lines
2.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.ComponentModel;
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Specifies the possible error states during presubmission checks
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/// </summary>
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public enum OrderError
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{
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/// <summary>
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/// Order has already been filled and cannot be modified
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/// </summary>
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[Description("Order has already been filled and cannot be modified")]
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CanNotUpdateFilledOrder = -8,
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/// <summary>
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/// General error in order
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/// </summary>
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[Description("General error in order")]
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GeneralError = -7,
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/// <summary>
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/// Order timestamp error. Order appears to be executing in the future
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/// </summary>
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[Description("Order timestamp error. Order appears to be executing in the future")]
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TimestampError = -6,
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/// <summary>
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/// Exceeded maximum allowed orders for one analysis period
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/// </summary>
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[Description("Exceeded maximum allowed orders for one analysis period")]
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MaxOrdersExceeded = -5,
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/// <summary>
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/// Insufficient capital to execute order
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/// </summary>
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[Description("Insufficient capital to execute order")]
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InsufficientCapital = -4,
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/// <summary>
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/// Attempting market order outside of market hours
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/// </summary>
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[Description("Attempting market order outside of market hours")]
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MarketClosed = -3,
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/// <summary>
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/// There is no data yet for this security - please wait for data (market order price not available yet)
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/// </summary>
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[Description("There is no data yet for this security - please wait for data (market order price not available yet)")]
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NoData = -2,
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/// <summary>
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/// Order quantity must not be zero
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/// </summary>
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[Description("Order quantity must not be zero")]
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ZeroQuantity = -1,
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/// <summary>
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/// The order is OK
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/// </summary>
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[Description("The order is OK")]
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None = 0
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}
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}
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