From 79e4854973ad0f5e0b5fe7dddd8350e9de449e15 Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Thu, 4 Jan 2018 22:46:21 -0500 Subject: [PATCH] BUG: fixed potential issue with refreshing the stats in live mode --- catalyst/examples/mean_reversion_simple.py | 4 ++-- catalyst/exchange/exchange_algorithm.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index dd4bd305..14f7ec99 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/catalyst/examples/mean_reversion_simple.py @@ -37,7 +37,7 @@ def initialize(context): context.base_price = None context.current_day = None - context.RSI_OVERSOLD = 50 + context.RSI_OVERSOLD = 55 context.RSI_OVERBOUGHT = 65 context.CANDLE_SIZE = '5T' @@ -244,7 +244,7 @@ def analyze(context=None, perf=None): if __name__ == '__main__': # The execution mode: backtest or live - live = False + live = True if live: run_algorithm( diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py index 491a9ff1..df30b368 100644 --- a/catalyst/exchange/exchange_algorithm.py +++ b/catalyst/exchange/exchange_algorithm.py @@ -680,7 +680,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase): if new_orders != self._last_orders: self.performance_needs_update = True - self._last_orders = new_orders + self._last_orders = copy.deepcopy(new_orders) if self.performance_needs_update: self.perf_tracker.update_performance()