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ISecurityPortfolioModel

QuantConnect.Securities.ISecurityPortfolioModel

Performs order fill application to portfolio

process_fill

process_fill(
    portfolio: SecurityPortfolioManager,
    security: Security,
    fill: OrderEvent,
) -> None

Performs application of an OrderEvent to the portfolio

Parameters:

Name Type Description Default
portfolio SecurityPortfolioManager

The algorithm's portfolio

required
security Security

The fill's security

required
fill OrderEvent

The order event fill object to be applied

required