BUG: fixed issue #111 related to positions update after restoring algo state

This commit is contained in:
Frederic Fortier
2018-01-06 19:08:47 -05:00
parent 13de3e69ef
commit 5d9708901d
2 changed files with 69 additions and 36 deletions
+3 -3
View File
@@ -37,8 +37,8 @@ def initialize(context):
context.base_price = None
context.current_day = None
context.RSI_OVERSOLD = 55
context.RSI_OVERBOUGHT = 65
context.RSI_OVERSOLD = 35
context.RSI_OVERBOUGHT = 50
context.CANDLE_SIZE = '5T'
context.start_time = time.time()
@@ -248,7 +248,7 @@ if __name__ == '__main__':
if live:
run_algorithm(
capital_base=0.03,
capital_base=0.025,
initialize=initialize,
handle_data=handle_data,
analyze=analyze,