How to make daily resolution based trades in LEAN Framework?

Hi Code quant,
We recommend using higher frequency data(minute,hour) for more accurate filling prices. Refer to this thread to see how to implement a daily signal-based algorithm at minute resolution.
In the algorithm framework, the orders are handled by the Execution model. We can implement our own execution model refer to the following doc. We also recommend taking a look at our built in Execution models-[Standard Deviation Execution model, VWAP Execution model]. Alternatively, we can also modify the Immediate execution model to the following code snippet. In the attached backtest we have created a demo algorithm for your reference.
 

 def Execute(self, algorithm, targets):
   for target in targets:
    open_quantity = sum([x.Quantity for x in algorithm.Transactions.GetOpenOrders(target.Symbol)])
    existing = algorithm.Securities[target.Symbol].Holdings.Quantity + open_quantity
    quantity = target.Quantity - existing
    if quantity != 0:
      algorithm.StopMarketOrder(target.Symbol, quantity,Price)

Best,
Varad Kabade