Jhonathan Abreu
c5c56bf98e
* Fix symbol changed events emission time Ensure the symbol changed events are emitted after the securities are processes by the main loop in the AlgorithmManager. This way the algorithm has access to the new symbol security since it would be added by the securities processing logic. Also, allow all securities to be properly updated, including prices and cash, before emitting the event, so that the any logic (like placing orders) done by the algorithm on the handler has the correct data. * Minor fix * Minor change * Minor change
40 lines
1.6 KiB
C#
40 lines
1.6 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 QuantConnect.Data.Market;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm asserting that the new symbol, on a security changed event,
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/// is added to the securities collection and is tradable.
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/// This specific algorithm tests the manual rollover with the symbol changed event
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/// that is received in the <see cref="OnSymbolChangedEvents(SymbolChangedEvents)"/> handler.
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/// </summary>
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public class ManualContinuousFuturesPositionRolloverFromSymbolChangedEventHandlerRegressionAlgorithm
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: ManualContinuousFuturesPositionRolloverRegressionAlgorithm
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{
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public override void OnSymbolChangedEvents(SymbolChangedEvents symbolsChanged)
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{
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if (!Portfolio.Invested)
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{
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return;
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}
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ManualPositionsRollover(symbolsChanged);
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}
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}
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}
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