Let's say I have an algo that places orders once a day. Is there any native support on Quantopian for getting a list of the orders that will be placed at market open? The positions
method on the get_live_results
object only gives a point-in-time position list, updated after the trades go through. If there's no native support for this, would my best strategy be to integrate with a live-trading library like alpacahq? Appreciate any thoughts.