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fix: asset.IsInternalFeed() -> general includeInternalConfigs flag
remove: extra login in algo
1 parent 19d7cbc commit 7ffe331

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2 files changed

+1
-6
lines changed

2 files changed

+1
-6
lines changed

Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs

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Original file line numberDiff line numberDiff line change
@@ -61,11 +61,6 @@ public override void OnData(Slice slice)
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var stopPrice = _ticket.Get(OrderField.StopPrice);
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var bar = Securities[_ticket.Symbol].Cache.GetData<TradeBar>();
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if (stopPrice > bar.Low)
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{
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Log($"{stopPrice} -> {bar.Low}");
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}
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}
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/// <summary>

Common/Orders/Fills/FutureFillModel.cs

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Original file line numberDiff line numberDiff line change
@@ -107,7 +107,7 @@ public override OrderEvent StopMarketFill(Security asset, StopMarketOrder order)
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if (order.Status == OrderStatus.Canceled) return fill;
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// Fill only if open or extended
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if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, asset.IsInternalFeed()).IsExtendedMarketHours()))
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if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, includeInternalConfigs: true).IsExtendedMarketHours()))
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{
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return fill;
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}

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