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Hi.
I'm implementing a new algorithm and a new brokerage when I ran into this problem.
I cannot use Transactions.CancelOrder() to cancel an open order which came from previous (somewhat live) run via IBrokerage.GetOpenOrders(). I tried debugging and found out that BrokerageTransactionHandler's _orderTickets does not contain ticket of orders that haven't been submitted in this run. Order submitted and cancelled in the same run work fine.
I'm not sure it's my custom implementation of IBrokerage's fault or not that it refuses to add order ticket, or this is by design/limitation of the engine.
Please advise. Thank you.
Vachara.
Jared Broad
Awesome! Please submit your custom brokerage implementation as a PR to the LEAN project and we can dig into it! :) Who have you connected with?
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Vachara Suwansophon
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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