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Fix: Get GroupOrders ByBrokerageId #8310

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Romazes
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@Romazes Romazes commented Sep 9, 2024

Description

This Pull Request addresses a bug in the ComboOrders retrieval process. Previously, when fetching all ComboOrders, the system would only return legs that were not fully filled, omitting those that had already been filled. This caused incomplete ComboOrders to be returned, which is incorrect behavior.
For example, if a ComboMarket Order had 3 legs:
Leg 1: OrderStatus.Filled
Leg 2: OrderStatus.PartiallyFilled
Leg 3: OrderStatus.PartiallyFilled
With the bug, only legs 2 and 3 would be returned, excluding the already filled leg 1, which is not the expected outcome.

Related Issue

N/A

Related PRs

Motivation and Context

It's crucial to understand that if only a part of the ComboOrder legs is returned, it can result in an inaccurate data representation, particularly when users require the full status of all legs. This update guarantees that all legs, irrespective of their fill status, are returned. This will provide a more accurate and comprehensive view of the ComboOrders.

Requires Documentation Change

N/A

How Has This Been Tested?

  • For instance: Call OrderProvider.GetOrdersByBrokerageId(...) in brokerage and inspect result.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Romazes Romazes added the bug label Sep 9, 2024
@Romazes Romazes self-assigned this Sep 9, 2024
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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit bef045a into QuantConnect:master Sep 10, 2024
6 of 7 checks passed
@Romazes Romazes deleted the fix-get-group-orders-in-brokerage-transaction-handler branch September 17, 2024 17:30
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2 participants