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StefanoRaggiStefanoRaggi
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Remove order event logging in BasicTemplateFuturesAlgorithm
Regression run time is now about 50% less
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‎Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs‎

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@@ -92,16 +92,6 @@ select futuresContract
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}
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}
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/// <summary>
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/// Order fill event handler. On an order fill update the resulting information is passed to this method.
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/// </summary>
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/// <param name="orderEvent">Order event details containing details of the evemts</param>
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/// <remarks>This method can be called asynchronously and so should only be used by seasoned C# experts. Ensure you use proper locks on thread-unsafe objects</remarks>
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public override void OnOrderEvent(OrderEvent orderEvent)
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{
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Log(orderEvent.ToString());
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}
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/// <summary>
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/// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
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/// </summary>

‎Algorithm.Python/BasicTemplateFuturesAlgorithm.py‎

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@@ -60,7 +60,3 @@ def OnData(self,slice):
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self.MarketOrder(front.Symbol , 1)
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else:
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self.Liquidate()
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def OnOrderEvent(self, orderEvent):
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self.Log(str(orderEvent))

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