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BUG: revert previous changes #249

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This commit is contained in:
AvishaiW
2018-02-25 11:29:26 +02:00
parent 388535b09c
commit 8587fee0ce
2 changed files with 11 additions and 16 deletions
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catalyst/exchange/exchange_algorithm.py
+9 -10
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@@ -638,6 +638,15 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
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(
@@ -647,16 +656,6 @@ 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