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What potentials race conditions can there be in the following?
SecurityPortfolioManager.TotalPortfolioValue
QCAlgorithm.Liquidate
The reason I'm asking is that I observed weird behavior when testing logic that's supposed to liquidate the algorithm if the effective draw down reaches a certain level. 1) It triggered when not expected, speculatively because there being some "gap" of cashbook + security value when issuing orders. 2) Liquidate did in fact not manage to fully liquidate the portfolio, but ended up with a small inverse position. I'm guessing this might be some race against order that were open at time of Liquidate call?
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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.
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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