wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-01 12:20:21 +08:00
Code Issues Packages Projects Releases Wiki Activity

BUG: for issue #237, update positions before checking balances

Browse Source
This commit is contained in:
AvishaiW
2018-02-21 20:42:39 +02:00
parent 7e22674d40
commit 20f8a75f4a
2 changed files with 18 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
catalyst/exchange/exchange_algorithm.py
+10 -11
View File
@@ -631,23 +631,12 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
if base_currency is None:
base_currency = exchange.base_currency
# Don't check the cash if there are open orders. This could
# results in false positives.
orders = []
for asset in self.blotter.open_orders:
asset_orders = self.blotter.open_orders[asset]
if asset_orders:
orders += asset_orders
required_cash = self.portfolio.cash if not orders else None
cash, positions_value = exchange.sync_positions(
positions=exchange_positions,
check_balances=check_balances,
cash=required_cash,
)
total_cash += cash
total_positions_value += positions_value
# Applying modifications to the original positions
for position in exchange_positions:
tracker.update_position(
@@ -657,6 +646,16 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
last_sale_price=position.last_sale_price,
)
required_cash = self.portfolio.cash if not orders else None
cash, positions_value = exchange.sync_positions(
positions=exchange_positions,
open_orders=orders,
check_balances=check_balances,
cash=required_cash,
)
total_cash += cash
total_positions_value += positions_value
if not check_balances:
total_cash = self.portfolio.cash