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 |