Does OnOrderEvent not fire in the case of orders placed through SetHoldings helper as opposed to manually executing the trade operations? Icould not find an example of using OnOrderEvent in conjunction with SetHoldings...

I added the following line copied from sample algorithm and not seeing any of the output showing in the backtest logs:


def OnOrderEvent(self, orderEvent):
order = self.Transactions.GetOrderById(orderEvent.OrderId)
self.Log("{0}: {1}: {2}".format(self.Time, order.Type, orderEvent))