Jhonathan Abreu
d82d70dacf
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* 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
26 lines
1.2 KiB
Python
26 lines
1.2 KiB
Python
# 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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from AlgorithmImports import *
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from LimitIfTouchedRegressionAlgorithm import LimitIfTouchedRegressionAlgorithm
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### <summary>
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### Basic algorithm demonstrating how to place LimitIfTouched orders asynchronously.
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### </summary>
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### <meta name="tag" content="trading and orders" />
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### <meta name="tag" content="placing orders" />`
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### <meta name="tag" content="limit if touched order"/>
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class LimitIfTouchedAsyncRegressionAlgorithm(LimitIfTouchedRegressionAlgorithm):
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asynchronous_orders = True
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