Does QuantConnect support fractional shares trading thru IBKR Lite broker?
I have the following algo:
class Algo(QCAlgorithm):
def Initialize(self):
...
self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage)
self.DefaultOrderProperties.TimeInForce = TimeInForce.Day
self.spy = self.AddEquity('SPY', Resolution.Hour)
self.spy.FeeModel = ConstantFeeModel(0) // simulate IBKR Lite no commission policy
Trying to buy shares using this function where "shares" is of float type:
self.LimitOrder(self.spy.Symbol.Value, shares, self.spy.Price)
Getting this error:
Backtest Handled Error: Unable to submit order with id -10 which quantity (0.525403850711429) is less than lot size (1).
Warning: Due to brokerage limitations, orders will be rounded to the nearest lot size of 1
Is ther a way I can change my brokerage limitations during backtest to allow for fractional shares? Do fractional shares work during live trading?
Thanks!