Tags: RichardLauYoung/Lean
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Added checking if algorithm is stopped in initialize method (QuantCon… …nect#6282) * Added checking if algorithm is stopped in initialize method * Quit on initialize adjusment - Minor adjustments to solution. Adding more regression algorithms Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Tradier handle unsupported order durations (QuantConnect#6281) - Tradier will correctly handle closed orders with unsupported order durations. Adding unit test
Tradier handle unsupported order durations (QuantConnect#6281) - Tradier will correctly handle closed orders with unsupported order durations. Adding unit test
Tradier handle unsupported order durations (QuantConnect#6281) - Tradier will correctly handle closed orders with unsupported order durations. Adding unit test
Update Tick.cs Time parsing (QuantConnect#6280) * Update Tick.cs Time parsing * Adjust equity tick millisecond read * Fix tick sub millisecond precision - DateTime.AddMilliseconds will rount to the nearest integer. So instead use AddTicks * Avoid sporadic test failure Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Refactor changes required for brokerages extraction (QuantConnect#6279) * set price currency for open orders from brokerage setup handler, remove setters from brokerage * order already has price currency being set by brokerage transcation handler * remove as overwritten by BrokerageSetupHandler.GetOpenOrders * refactor because can't use internal setters in private repos * refactor, use ctor to set attributes * remove redundant broker dependency (cherry picked from commit 57b071e) * check limit price for limit order instead for checking price * add price agrument for MarketOrder * remove, not required anymore * AddUnrequestedSecurity should not return null * assert string in not null cases
Fully reset security cache (QuantConnect#6277) - Fully reset the security cache when it's finally removed from the algorithm. Adding regression algorithm reproducing issue - Updating regression algorithms which would trade based on data previously available