Skip to content

Add new IgnoreUnknownAssetHoldings algorithm setting#8764

Merged
jhonabreul merged 7 commits into
QuantConnect:masterfrom
jhonabreul:feature-ignore-unknown-assets-setting
Jun 4, 2025
Merged

Add new IgnoreUnknownAssetHoldings algorithm setting#8764
jhonabreul merged 7 commits into
QuantConnect:masterfrom
jhonabreul:feature-ignore-unknown-assets-setting

Conversation

@jhonabreul

@jhonabreul jhonabreul commented May 12, 2025

Copy link
Copy Markdown
Collaborator

Description

Add new IgnoreUnknownAssetTypes algorithm setting to indicate brokerages whether we want to receive a warning or error message when subscribing to an asset that they don't support, so that users can decide whether or not the algorithm should be terminated on the situations.

Also wire brokerage message handler before algorithm initialization so that brokerage messages received on initialization or account synchronization (fetching existing holdings, orders and cash balance) can be properly handled and communicated.

Related to QuantConnect/Lean.Brokerages.InteractiveBrokers#134

Related Issue

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

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>

@Martin-Molinero Martin-Molinero changed the title Add new IgnoreUnknownAssetTypes algorithm setting Add new IgnoreUnknownAssetHoldings algorithm setting Jun 3, 2025

@Martin-Molinero Martin-Molinero left a comment

Copy link
Copy Markdown
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thank you!

@jhonabreul jhonabreul merged commit abaa73e into QuantConnect:master Jun 4, 2025
7 of 8 checks passed
@jhonabreul jhonabreul deleted the feature-ignore-unknown-assets-setting branch June 4, 2025 13:08
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants