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Hi, may I know whats the proper way to construct TradeBuilder to use FlatToFlat?
The default uses FillToFill. I can't overwrite TradeBuilder property in QCAlgorithm because its a 'private set'.
I tried to override TradeBuilder using a subclass but the algo instance retrieve from the assembly still uses the QCAlgo's TradeBuilder instead of the subclass TradeBuilder. Consequently, trades are not captured in my strategy. Am I missing something? Is there an easier way to change fill method?
Thank you.
Novice programmer
Stefano Raggi
Hi @Lc loi,
at the moment replacing the default TradeBuilder is not supported.
We will probably define a new ITradeBuilder interface and add a new method QCAlgorithm.SetTradeBuilder(ITradeBuilder builder), so you will be able to set a new instance of TradeBuilder with the FlatToFlat grouping method:
SetTradeBuilder(new TradeBuilder(FillGroupingMethod.FlatToFlat, FillMatchingMethod.FIFO));Kc loi
Thank you!
Kc loi
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