BUG: for issue #178, checking the order status instead of relying on the open amount

2026-07-09 13:58:25 +08:00 · 2018-01-29 19:20:34 -05:00
parent 7f021acb2e
commit 5c236a65f7
1 changed files with 1 additions and 1 deletions
@@ -214,7 +214,7 @@ class ExchangeBlotter(Blotter):
                # that this is safer until we have a robust way to track
                # the trades already processed by the algo. We can't loose
                # them if the algo shuts down.
-                if transactions and order.open_amount == 0:
+                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],