Bug Report: Order-level fill policy not respected for Timer events; sell orders with current-close policy…
Bug Report: Order-level fill policy not respected for Timer events; sell orders with current-close policy…: a task in LegoFlow-SWE (Harbor dataset). Description When a strategy subscribes to a daily Timer event and places an order with a per-order fill policy override set to current-close / same…
The task
**Description** When a strategy subscribes to a daily `Timer` event and places an order with a **per-order fill_policy override** set to `current-close` / `same_cycle` (e.g., `policy={'price_basis': 'close', 'bar_offset': 0, 'temporal': 'same_cycle'}`), sell orders are not executed on the same trading day. The order…
Part of Lego-X/LegoFlow-SWE.