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Jhonathan Abreu 0b661e70c1
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Fix combo order direction determination (#7066) 
* 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>
2023-03-21 12:26:50 -03:00
..
Fees
Binance crypto futures fee models (#6874)
2023-02-09 19:25:27 -03:00
Fills
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
OptionExercise
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
Serialization
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
Slippage
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
TimeInForces
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
AtreyuOrderProperties.cs
Remove Atreyu order exchange destination (#6232)
2022-03-04 15:22:29 -03:00
BinanceOrderProperties.cs
Binance Brokerage implementation (#4688)
2020-09-28 15:57:10 -03:00
BitfinexOrderProperties.cs
Manage orders
2018-08-27 21:59:15 +03:00
BrokerageOrderIdChangedEvent.cs
Add OnOrderIdChangedEvent (#6816)
2022-12-21 20:53:39 -03:00
CancelOrderRequest.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
ComboLegLimitOrder.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
ComboLimitOrder.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
ComboMarketOrder.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
FTXOrderProperties.cs
FTX brokerage essentials (#5963)
2021-10-08 19:16:38 -03:00
GDAXOrderProperties.cs
Add base OrderProperties class
2018-04-30 15:39:30 +02:00
GroupOrderExtensions.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
GroupOrderManager.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
IndiaOrderProperties.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
InteractiveBrokersOrderProperties.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
KrakenOrderProperties.cs
Feature kraken brokerage setup (#5896)
2021-09-08 12:49:13 -03:00
Leg.cs
Add Leg.Create method (#6842)
2023-01-09 14:20:32 -03:00
LimitIfTouchedOrder.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
LimitOrder.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
MarketOnCloseOrder.cs
Configurable MarketOnCloseOrder Buffer (#5516)
2021-05-03 18:08:27 -03:00
MarketOnOpenOrder.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
MarketOrder.cs
Refactor changes required for brokerages extraction (#6279)
2022-04-04 17:01:36 -03:00
OptionExerciseOrder.cs
OTM option excerise orders improvements (#6767)
2022-12-06 14:30:40 -03:00
Order.cs
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
OrderError.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderEvent.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
OrderExtensions.cs
Check for Filled or PartiallyFilled for order value
2015-07-09 20:13:15 -04:00
OrderField.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderJsonConverter.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
OrderProperties.cs
Add basic template Atreyu algorithm (#5872)
2021-08-23 18:24:44 -03:00
OrderRequest.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
OrderRequestStatus.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderRequestType.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderResponse.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
OrderResponseErrorCode.cs
Fix OrderQuantityLessThanLotSize typo (#6991)
2023-02-20 19:21:25 -03:00
OrderSizing.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
OrdersResponseWrapper.cs
Add ReadBacktestOrders() and ReadLiveOrders() methods (#6329)
2022-07-14 16:02:58 -03:00
OrderSubmissionData.cs
Fix SecurityCache OHLC data type
2020-04-08 19:31:37 -03:00
OrderTicket.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
OrderTypes.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
StopLimitOrder.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
StopMarketOrder.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
SubmitOrderRequest.cs
User-facing messages organization (first phase) (#6912)
2023-01-26 16:14:57 -08:00
TDAmeritradeOrderProperties.cs
Feature tdameritrade brokerage setup (#6791)
2022-12-12 18:14:21 -03:00
TimeInForce.cs
Minor refactor
2018-05-30 18:25:52 +02:00
TimeInForceJsonConverter.cs
Add ReadBacktestOrders() and ReadLiveOrders() methods (#6329)
2022-07-14 16:02:58 -03:00
UpdateOrderFields.cs
Feature 5162 - LimitIfTouched Orders (#5164)
2021-02-15 10:29:51 -03:00
UpdateOrderRequest.cs
Allow closed orders tag update (#7016)
2023-02-27 18:42:24 -03:00
WolverineOrderProperties.cs
Wolverine brokerage setup (#6733)
2022-11-10 17:59:36 -03:00