OrderEvent of the Brokerage by Dharmesh Khalasi

How to get all OrderEvent from brokerage accounts and what are the APIs available from brokerage to handle Order and positions from brokerage. I want to reconcile Lean Engine open positions vs Brokerage open positions/orders. how to reconcile Lean Engine open positions vs Brokerage open positions/orders

Given that Lean is primarily written in C# while Python interactivity is achieved via wrapping around the C# implementations, quite a few objects in Lean will not behave exactly like a typical python object. A good previous discussion on RollingWindows → arrays can be found at

https://www.quantconnect.com/forum/discussion/5077/from-rollingwindow-to-numpy-array/p1

As to why indexing works as you described, the source code provides an answer --

https://github.com/QuantConnect/Lean/blob/6ab40c102b91404ac3561aae72c41619f0db908a/Common/Indicators/RollingWindow.cs#L127

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.

Platform

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

361,200 Quants.

VOTE FOR UPCOMING FEATURES

JOIN OUR Community MAILING LIST

IN THIS RESEARCH

PARTICIPANTS

Actions

Join QuantConnect for Free