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BUG: revert previous changes #249

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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.py
+2 -6
View File
@@ -662,20 +662,16 @@ class Exchange:
return df return df
def _check_low_balance(self, currency, balances, amount, open_orders=None): def _check_low_balance(self, currency, balances, amount):
free = balances[currency]['free'] if currency in balances else 0.0 free = balances[currency]['free'] if currency in balances else 0.0
if open_orders:
# TODO: make sure that this works
free += sum([order.amount for order in open_orders])
if free < amount: if free < amount:
return free, True return free, True
else: else:
return free, False return free, False
def sync_positions(self, positions, open_orders=None, cash=None, def sync_positions(self, positions, cash=None,
check_balances=False): check_balances=False):
""" """
Update the portfolio cash and position balances based on the Update the portfolio cash and position balances based on the
catalyst/exchange/exchange_algorithm.py
+9 -10
View File
@@ -638,6 +638,15 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
if asset_orders: if asset_orders:
orders += 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 # Applying modifications to the original positions
for position in exchange_positions: for position in exchange_positions:
tracker.update_position( tracker.update_position(
@@ -647,16 +656,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
last_sale_price=position.last_sale_price, 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: if not check_balances:
total_cash = self.portfolio.cash total_cash = self.portfolio.cash