Jhonathan Abreu
0b661e70c1
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Fix fill quantity using group order quantity for combo orders * Add Order's ComboQuantity property * Add Order's ComboDirection property * Minor changes and regression algorithms update * Minor changes * Update algorithms stats * Minor changes and regression algorithms update * Store the full quantity for each combo order leg in Quantity property instead of the ratio * Minor changes and regression algorithms update * A few fixes after pair programming * Handle grouping position reduction --------- Co-authored-by: Martin-Molinero <martin@quantconnect.com>