Feature Request - Fill all orders for backtests

I understand that all orders are not always filled but for the purposes of back testing it would be helpful.One may have a winning strategy but would never know it because none of the orders are filled during the backtest..

Just a thought.

Example from logs

2015-06-29 WARN Your order for 58262 shares of AA failed to fill by the end of day and was canceled.
2015-06-29 WARN Your order for 70117 shares of AA failed to fill by the end of day and was canceled.
2015-06-29 WARN Your order for 63381 shares of AA failed to fill by the end of day and was canceled.
2015-06-29 WARN Your order for 71647 shares of AA failed to fill by the end of day and was canceled.
2015-06-29 WARN Your order for 41135 shares of AA failed to fill by the end of day and was canceled.
2015-06-29 WARN Your order for 2570 shares of AA failed to fill by the end of day and was canceled.
2015-07-06 WARN Your order for 23532 shares of AA has been partially filled. 4331 shares were successfully purchased. 19201 shares were not filled by the end of day and were canceled.
2015-07-06 WARN Your order for 22673 shares of AA failed to fill by the end of day and was canceled.
2015-07-06 WARN Your order for 34105 shares of AA failed to fill by the end of day and was canceled.
2015-07-06 WARN Your order for 106148 shares of AA failed to fill by the end of day and was canceled.
2015-07-07 WARN Your order for -110490 shares of AA has been partially filled. 64388 shares were successfully sold. 46102 shares were not filled by the end of day and were canceled.

3 responses

Try doing this:

def initialize(context):