Restore live order tags from brokerage data#9425
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aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
Open
Restore live order tags from brokerage data#9425aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
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What: Restore live open-order tags from cached brokerage data during brokerage setup.
Why: Brokerage-restored open orders can omit the original user-defined Lean order tag after a live algorithm restart.
How: Pass the live job packet into open-order restoration, read cached live orders from brokerage data, and match restored brokerage orders by broker ID to copy the cached tag.
Edge cases handled: Supports both wrapped and list brokerage-data payload shapes; ignores empty brokerage IDs and missing cached tags; leaves brokerage orders unchanged when no match exists.
Tests added/updated: Added
BrokerageSetupHandlerTests.GetOpenOrdersRestoresTagFromBrokerageDataOrders. Build validation completed forTests/QuantConnect.Tests.csproj; focused local test execution was blocked by the existing pythonnet GIL finalizer crash during setup.