'This is called by the backtester or live trading architecture
to take a FillEvent and update the Portfolio object with new
or modified Positions.
In a backtesting environment these FillEvents will be simulated
by a model representing the execution, whereas in live trading
they will come directly from a brokerage (such as Interactive
Brokers).'

def on_fill(self, fill_event):

    self._convert_fill_to_portfolio_update(fill_event)
