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Introduce new OrderPosition enum #7730

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jhonabreul
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Description

This introduces the OrderPosition enum and a Brokerage method GetOrderPosition that gets the position that might result given the specified order direction and the current holdings quantity.
This is useful for brokerages that require more specific direction information than provided by the OrderDirection enum (e.g. Tradier differentiates Buy/Sell and BuyToOpen/BuyToCover/SellShort/SellToClose).

Related Issue

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Motivation and Context

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Requires Documentation Change

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How Has This Been Tested?

Unit tests

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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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@jhonabreul jhonabreul merged commit ec530d8 into QuantConnect:master Jan 29, 2024
4 of 5 checks passed
@jhonabreul jhonabreul deleted the feature-brokerage-order-position branch January 29, 2024 15:56
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2 participants