def OnOrderEvent(self, orderEvent):
order = self.Transactions.GetOrderById(orderEvent.OrderId)
# Order Type 2: StopMarket
# Order Status 3: Filled
if order.Type is 2 and order.Status is 3:
# This is what I have but it seems these aren't the right numbers?
What numbers should I be using?
Alexandre Catarino
Here are the links to the OrderType Enum and OrderStatus Enum.
You are using the right numbers, but I would recommend using the Enum:
def OnOrderEvent(self, orderEvent): order = self.Transactions.GetOrderById(orderEvent.OrderId) if order.Type == OrderType.StopMarket and order.Status == OrderStatus.Filled: self.Log(f'{self.Time} :: {orderEvent} :: {order}')
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.
Jordan Bakke
I have tried that but now it is also printing trades that it should not, it is Logging StopMarket orders that are Canceled or Invalid, how do I just get it to log Filled orders only?
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.
Alexandre Catarino
I couldn't reproduce the issue.
Please share an algorithm (use the attach backtest button below) that shows the issue you are experiencing.
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.
Jordan Bakke
I tried the next day and it is working now... Not sure why. I have noticed that many times, even after clicking Build and waiting for it to Build, the backtest does not run the updated code. Not sure if this has anything to do with it but that could have been it
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.
Alexandre Catarino
Right, you could have been backtesting an old script.
Glad that issue is solved!
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.
QuantConnect Robot
JayJayD has marked this issue as in progress.
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.
Ashutosh
Reference: CBOE
Prices are correct on the platform:
Yahoo finance reference:
2. TME is correctly mapped
3. OILU should be mapped to MicroSectorsTM Oil & Gas Exploration & Production 3X Leveraged ETNs (OILU) but is wrongly mapped in the platform
Yahoo finance:
4. OIL ticker is wrongly mapped in the platform and is potentially missing a split
Raw-Adjusted price
5. GDYN is correctly mapped on the platform
6. ASE was changed to ASX. Mapping is missing on the platform
Reference: PRNewswire
7. WES mapping is correct
8. STRZA have incorrect prices
9. JJU is correctly mapped
10. JJE is correctly mapped
11. JJC has wrong values
Yahoo finance reference:
12. ILTB is correctly mapped
13. TCF is correctly mapped
14. INTU is correctly mapped
15. BAL is correctly mapped
16. CNAC was changed to DMTC but CNAC still show prices. DMTC is mapped to CNAC.
Reference: bloomberg
17. CHKM changed it's name to ACMP. ACMP is mapped but CHKM still show prices.
Reference: businesswire
18. SWI is correctly mapped.
19. HCACU is correctly mapped.
20. NIO is correctly mapped.
21. DHCNL is correctly mapped.
22. PTMN had a split on Aug 26 2021. Split details are on the platform but is not reflected in the prices.
Reference: yahoo finance
23. ALQA
There is a price mismatch between raw and adjusted ALQA price
ALQA had a split in October 2017 which is missing on the platform.
Reference: splithistory
Backtest Attached
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!