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

Updating Orders should fail if it causes insufficient margin #8553

Conversation

JosueNina
Copy link
Contributor

@JosueNina JosueNina commented Jan 24, 2025

Description

Added validation to ensure update orders are rejected when updated without sufficient margin.

Related Issue

Closes #5964

Motivation and Context

This change introduces validation to ensure that update orders are rejected when updated without sufficient margin, as stated in the description.

Requires Documentation Change

No.

How Has This Been Tested?

Tested using regression tests to verify that update orders are rejected when updated without sufficient margin. Additionally, ensured that existing functionality remains unaffected.

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>

@JosueNina JosueNina force-pushed the bug-5964-updating-stop-orders-should-fail branch from 93ab38f to a6ac4a9 Compare January 24, 2025 21:16

if (!hasSufficientBuyingPowerResult.IsSufficient)
{
var errorMessage = $@"Order Error: id: [{order.Id}], Insufficient buying power to complete order, Reason: {hasSufficientBuyingPowerResult.Reason}.";
Copy link
Member

@AlexCatarino AlexCatarino Jan 24, 2025

Choose a reason for hiding this comment

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

Some order errors only include the order ID, and it is -10.
It would be helpful to add the Symbol and the Order Time. Perhaps order.ToString()...

@JosueNina JosueNina changed the title WIP: Updating StopOrders should fail if it causes insufficient margin Updating StopOrders should fail if it causes insufficient margin Jan 27, 2025
Copy link
Collaborator

@jhonabreul jhonabreul left a comment

Choose a reason for hiding this comment

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

Thank you!

@JosueNina JosueNina force-pushed the bug-5964-updating-stop-orders-should-fail branch from 71dbab6 to bdb519e Compare January 29, 2025 16:20
@JosueNina JosueNina changed the title Updating StopOrders should fail if it causes insufficient margin Updating Orders should fail if it causes insufficient margin Jan 30, 2025
@JosueNina JosueNina force-pushed the bug-5964-updating-stop-orders-should-fail branch from 88d48ff to de6c6f2 Compare January 30, 2025 20:40
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.

Thank you 👍

@jhonabreul
Copy link
Collaborator

Follow up issue: #8567

@Martin-Molinero Martin-Molinero merged commit 077b6e4 into QuantConnect:master Jan 31, 2025
7 checks passed
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.

Updating stop orders should fail if it causes insufficient margin after updating
4 participants