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A couple of questions about placing orders and broker interactions...
1. Are all orders placed as "good till cancelled"? Any convenient way to place a "good till end of day" order without writing code to cancel un-filled orders at the end of day?
2. How can one get the current cash or buying power in a live traded Interactive Brokers (IB) account? I want to make sure I don't order more than I can afford.
Also, excuse me if this is spelled out in documentation. If so, could you also point me in that direction so I won't need to expose my ignorance in the forums here.
Thanks
Alexandre Catarino
At the moment, all order are GTC. We need to cancel un-filled orders manually (write code to do it).
Current cash is self.Portfolio.Cash, but we should look at self.Portfolio.MarginRemaining for buying power. If you want to evaluate the max quantity you can use in an order, you can use:
target = 1 # 100% leverage = self.Securities[symbol].Leverage maximum_quantity = self.CalculateOrderQuantity(symbol, target * leverage)In the Algorithm Lab page, you can find links to docs and tutorials.
Dan Whitnable
Thank you! I'll give that a try. The documentation link on the Algorithm Lab page points to the overview (which doesn't have info on either Portfolio.Cash or CalculateOrderQuantity.) I did find something though in the lean docs. https://www.quantconnect.com/lean/docs#topic458.html
Alexandre Catarino
We are working on more detailed documentation and tutorials.
They are now open-source projects, so everyone can contribute and/or ask for new additions in the issues (here and here).
Dan Whitnable
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