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Few minor fixes for OrderFillsDuringExtendedMarketHoursAnalysis #9523

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Merged
Martin-Molinero merged 2 commits into from
Jun 11, 2026
+13 −4
Merged

Few minor fixes for OrderFillsDuringExtendedMarketHoursAnalysis #9523

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2503a4e
Few minor fixes for OrderFillsDuringExtendedMarketHoursAnalysis
Martin-Molinero Jun 11, 2026
6e553b8
Minor cleanup
Martin-Molinero Jun 11, 2026
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7 changes: 5 additions & 2 deletions Engine/Results/Analysis/Analyses/OrderFillsDuringExtendedMarketHoursAnalysis.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -13,9 +13,11 @@
* limitations under the License.
*
*/
using System;
using System.Collections.Generic;
using QuantConnect.Orders;
using QuantConnect.Algorithm;
using QuantConnect.Lean.Engine.TransactionHandlers;

namespace QuantConnect.Lean.Engine.Results.Analysis.Analyses
{
Expand Down Expand Up @@ -53,7 +55,8 @@ public class OrderFillsDuringExtendedMarketHoursAnalysis : BaseResultsAnalysis

foreach (var orderEvent in orderEvents)
{
if (orderEvent.Status != OrderStatus.Filled || !algorithm.Securities.TryGetValue(orderEvent.Symbol, out var security))
if (orderEvent.Status != OrderStatus.Filled || !algorithm.Securities.TryGetValue(orderEvent.Symbol, out var security)
|| orderEvent.Message?.Contains(BrokerageTransactionHandler.LiquidateFromDelistingTag, StringComparison.InvariantCultureIgnoreCase) == true)
{
continue;
}
Expand All @@ -74,7 +77,7 @@ public class OrderFillsDuringExtendedMarketHoursAnalysis : BaseResultsAnalysis
}

var potentialSolutions = result.Count > 0 ? Solutions(language) : [];
return SingleResponse(orderEvents.Count > 0 ? orderEvents[0] : null, orderEvents.Count > 1 ? orderEvents.Count : null, potentialSolutions);
return SingleResponse(result.Count > 0 ? result[0] : null, result.Count > 1 ? result.Count : null, potentialSolutions);
}

/// <summary>
Expand Down
10 changes: 8 additions & 2 deletions Engine/TransactionHandlers/BrokerageTransactionHandler.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -42,6 +42,11 @@ namespace QuantConnect.Lean.Engine.TransactionHandlers
/// </summary>
public class BrokerageTransactionHandler : ITransactionHandler
{
/// <summary>
/// The tag used for order events of liquidations triggered by a delisting
/// </summary>
public static readonly string LiquidateFromDelistingTag = "Liquidate from delisting";

private IAlgorithm _algorithm;
private QCAlgorithm _qcAlgorithmInstance;
private SignalExportManager _signalExport;
Expand Down Expand Up @@ -1545,7 +1550,7 @@ private void HandleDelistingNotification(DelistingNotificationEventArgs e)
var quantity = -security.Holdings.Quantity;
if (quantity != 0)
{
var tag = "Liquidate from delisting";
var tag = LiquidateFromDelistingTag;

// Create our order and add it
var order = new MarketOrder(security.Symbol, quantity, _algorithm.UtcTime, tag);
Expand All @@ -1556,7 +1561,8 @@ private void HandleDelistingNotification(DelistingNotificationEventArgs e)
{
FillPrice = security.Price,
Status = OrderStatus.Filled,
FillQuantity = order.Quantity
FillQuantity = order.Quantity,
Message = tag
};

// Process this order event
Expand Down
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