Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Reuse Code To Find Best Effort TradeBar #7057

Conversation

AlexCatarino
Copy link
Member

Description

The LimitFill, LimitIfTouchedFill, and StopMaketFill methods require TradeBar data to test price levels. We create a method to serve these methods as well as other methods that will require this information.

Removes Price > 0 check for TradeType.Trade data. Unnecessary check, since a tick price cannot be less or equal to zero.

Related Issue

See #7042

Motivation and Context

Code reuse avoids bugs.

How Has This Been Tested?

N/A refactor. All unit tests have passed. We need to fix Limit fill tests that were not using market data types (not valid subscriptions) to set the price.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

The `LimitFill`, `LimitIfTouchedFill` and `StopMaketFill` methods require `TradeBar` data to test price levels. We create a method to serve these methods as well other methods that will require this information.

Removes `Price > 0` check for `TradeType.Trade` data. Unecessary check, since a tick price cannot be less or equal to zero.
@AlexCatarino AlexCatarino force-pushed the feature-6972a-equity-fill-code-reuse branch from 90afc54 to 9882b04 Compare March 8, 2023 21:38
Copy link
Member

@Martin-Molinero Martin-Molinero left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Nice!

@Martin-Molinero Martin-Molinero merged commit 4c909f3 into QuantConnect:master Mar 9, 2023
@AlexCatarino AlexCatarino deleted the feature-6972a-equity-fill-code-reuse branch March 9, 2023 15:15
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants