Supports Outside Market Hour Limit Order

[AlexCatarino]

Expected Behavior

Be able to place limit order to be filled outside maker hours.

Actual Behavior

Not supported.

Potential Solution

Use DAY+ and GTC+ TimeInForce.

Reproducing the Problem

Place limit order after the market close:

# region imports
from AlgorithmImports import *
# endregion
class CalculatingTanGoshawk(QCAlgorithm):
    def initialize(self):
        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
        self.add_equity("SPY", Resolution.MINUTE)
        time_of_day = (self.time + timedelta(minutes=2)).time()
        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(time_of_day), self.place_order)

    def place_order(self):
        ticket = self.limit_order("SPY", 1, 590)

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue