BLD: for issue #144, skipped cash verification when there are open orders.

catalyst/examples/mean_reversion_simple.py

@@ -37,8 +37,8 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 45
-    context.RSI_OVERBOUGHT = 55
+    context.RSI_OVERSOLD = 50
+    context.RSI_OVERBOUGHT = 60
     context.CANDLE_SIZE = '5T'
 
     context.start_time = time.time()

catalyst/exchange/exchange_algorithm.py

@@ -582,10 +582,18 @@ 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]
+                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=self.portfolio.cash,
+                cash=required_cash,
             )
             total_cash += cash
             total_positions_value += positions_value