BUG: removing computation of partial order for now to avoid a calculation issue

2026-07-26 13:18:31 +08:00 · 2018-01-12 22:00:10 -05:00
parent 50dc322230
commit 0ce624e6f6
1 changed files with 2 additions and 1 deletions
@@ -209,7 +209,8 @@ class ExchangeBlotter(Blotter):
                log.debug('found open order: {}'.format(order.id))

                transactions = exchange.process_order(order)
-                if transactions:
+                # TODO: not letting partial orders through because of calculation issues
+                if transactions and order.status == ORDER_STATUS.FILLED:
                    avg_price = np.average(
                        a=[t.price for t in transactions],
                        weights=[t.amount for t in transactions],