sync orders and setholdings fix

QuantConnect.Algorithm.Interface/IAlgorithm.cs

@@ -195,6 +195,24 @@ List<string> LogMessages
         //void OnData(Ticks ticks);
         //void OnData(TradeBars tradebars);
 
+        /// <summary>
+        /// Send debug message
+        /// </summary>
+        /// <param name="message"></param>
+        void Debug(string message);
+
+        /// <summary>
+        /// Save entry to the Log 
+        /// </summary>
+        /// <param name="message">String message</param>
+        void Log(string message);
+
+        /// <summary>
+        /// Send an error message for the algorithm
+        /// </summary>
+        /// <param name="message">String message</param>
+        void Error(string message);
+
         /// <summary>
         /// Call this method at the end of each day of data.
         /// </summary>

QuantConnect.Algorithm/0_Algorithm_Tests_SetHolding.cs

@@ -49,6 +49,12 @@ public void OnData(TradeBars data)
             {
                 SetHoldings("SPY", -0.5); step++;
             }
+
+            if (Time.Date == new DateTime(2013, 11, 1) && step == 5)
+            {
+                SetHoldings("IBM", -0.5, true);  //Succeed.
+                SetHoldings("SPY", -0.5); step++;
+            }
         }
     }
 

QuantConnect.Algorithm/QCAlgorithm.cs

@@ -892,7 +892,10 @@ public int Order(string symbol, int quantity, OrderType type = OrderType.Market,
             {
                 //Wait for the market order to fill.
                 //This is processed in a parallel thread.
-                while (!Transactions.Orders.ContainsKey(orderId) || Transactions.Orders[orderId].Status != OrderStatus.Filled || _processingOrder)
+                while (!Transactions.Orders.ContainsKey(orderId) || 
+                       (Transactions.Orders[orderId].Status != OrderStatus.Filled && 
+                        Transactions.Orders[orderId].Status != OrderStatus.Invalid &&
+                        Transactions.Orders[orderId].Status != OrderStatus.Canceled) || _processingOrder)
                 {
                     Thread.Sleep(1);
                 }
@@ -927,7 +930,8 @@ public List<int> Liquidate(string symbolToLiquidate = "")
                         quantity = Math.Abs(Portfolio[symbol].Quantity);
                     }
                     //Liquidate at market price.
-                    orderIdList.Add(Transactions.AddOrder(new Order(symbol, quantity, OrderType.Market, Time, Securities[symbol].Price)));
+                    orderIdList.Add(Order(symbol, quantity, OrderType.Market));
+                    //orderIdList.Add(Transactions.AddOrder(new Order(symbol, quantity, OrderType.Market, Time, Securities[symbol].Price)));
                 }
             }
             return orderIdList;
@@ -1004,7 +1008,7 @@ public void SetHoldings(string symbol, decimal percentage, bool liquidateExistin
             if (Math.Abs(Securities[symbol].Price) > 0)
             {
                 //3. Now rebalance the symbol requested:
-                deltaQuantity = Math.Floor(deltaValue / Securities[symbol].Price);
+                deltaQuantity = Math.Round(deltaValue / Securities[symbol].Price);
             }
 
             //Determine if we need to place an order:

QuantConnect.Algorithm/QuantConnect.Algorithm.csproj

@@ -76,9 +76,9 @@
     <None Include="2_Algorithm_ExponentialMovingAverage.cs" />
     <None Include="3_Algorithm_CustomDataSource.cs" />
     <None Include="4_Algorithm_Custom_Charting.cs" />
-    <None Include="0_Algorithm_NitfyINR.cs" />
-    <None Include="0_Algorithm_CashTests.cs" />
-    <Compile Include="0_Algorithm_SetHoldingTests.cs" />
+    <None Include="0_Algorithm_Tests_Cash.cs" />
+    <None Include="0_Algorithm_Tests_NitfyINR.cs" />
+    <Compile Include="0_Algorithm_Tests_SetHolding.cs" />
     <Compile Include="QCAlgorithm.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
   </ItemGroup>