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Future Stop Market Order in Out Market Hours #7678

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Romazes
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@Romazes Romazes commented Jan 9, 2024

Description

Add opportunity for Future securities to create StopMarketOrder in out market hour.

Related Issue

Closes #6948

Motivation and Context

I will want to help users to create new algorithms with new option of Future security.

Requires Documentation Change

N/A

How Has This Been Tested?

  • unit test
  • regression algo tests on .cs | .py

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>

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@jhonabreul jhonabreul left a comment

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Thank you! Leaving some minor comments.

@Romazes Romazes requested a review from jhonabreul January 9, 2024 18:24
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Cool! Minor comments

fix: styling format in PY
@Romazes Romazes requested a review from jhonabreul January 9, 2024 19:34
feature: validate that all stop orders was completed in algos
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@jhonabreul jhonabreul left a comment

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Good work! Looks good 💯

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@Martin-Molinero Martin-Molinero left a comment

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Looks good ty👍 , minor comments shared through slack

@Martin-Molinero Martin-Molinero merged commit cc8caa9 into QuantConnect:master Jan 11, 2024
4 of 5 checks passed
@Romazes Romazes deleted the bug-6948-future-fill-model-should-fill-stp-mkt-order-out-market-hours branch January 19, 2024 23:01
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Successfully merging this pull request may close these issues.

Future Fill Model Should Fill Stop Market Order Outside Market Hours
3 participants