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TradeBuilder to fill flattoflat

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

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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));


 

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Thank you!

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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.


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