BUG: fixes for issues #204 #237

-modified parameters for cancel_orders
-update portfolio after any change in
 the orders before sync

catalyst/examples/dual_moving_average.py

@@ -4,8 +4,7 @@ import pandas as pd
 from logbook import Logger
 
 from catalyst import run_algorithm
-from catalyst.api import (record, symbol, order_target_percent,
-                          get_open_orders)
+from catalyst.api import (record, symbol, order_target_percent,)
 from catalyst.exchange.utils.stats_utils import extract_transactions
 
 NAMESPACE = 'dual_moving_average'
@@ -21,7 +20,7 @@ def initialize(context):
 def handle_data(context, data):
     # define the windows for the moving averages
     short_window = 2
-    long_window = 3
+    long_window = 5
 
     # Skip as many bars as long_window to properly compute the average
     context.i += 1
@@ -63,7 +62,7 @@ def handle_data(context, data):
 
     # Since we are using limit orders, some orders may not execute immediately
     # we wait until all orders are executed before considering more trades.
-    orders = get_open_orders(context.asset)
+    orders = context.blotter.open_orders
     if len(orders) > 0:
         return
 

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -980,7 +980,8 @@ class CCXT(Exchange):
             )
             raise ExchangeRequestError(error=e)
 
-    def cancel_order(self, order_param, asset_or_symbol=None):
+    def cancel_order(self, order_param,
+                     asset_or_symbol=None, params={}):
         order_id = order_param.id \
             if isinstance(order_param, Order) else order_param
 
@@ -992,7 +993,8 @@ class CCXT(Exchange):
         try:
             symbol = self.get_symbol(asset_or_symbol) \
                 if asset_or_symbol is not None else None
-            self.api.cancel_order(id=order_id, symbol=symbol)
+            self.api.cancel_order(id=order_id,
+                                  symbol=symbol, params= params)
 
         except (ExchangeError, NetworkError) as e:
             log.warn(

catalyst/exchange/exchange.py

@@ -705,7 +705,7 @@ class Exchange:
                     balances=balances,
                     amount=cash,
                 )
-                if is_lower and not open_orders:
+                if is_lower:
                     raise NotEnoughCashError(
                         currency=self.base_currency,
                         exchange=self.name,
@@ -932,7 +932,8 @@ class Exchange:
         """
 
     @abstractmethod
-    def cancel_order(self, order_param, symbol_or_asset=None):
+    def cancel_order(self, order_param,
+                     symbol_or_asset=None, params={}):
         """Cancel an open order.
 
         Parameters
@@ -941,6 +942,7 @@ class Exchange:
             The order_id or order object to cancel.
         symbol_or_asset: str|TradingPair
             The catalyst symbol, some exchanges need this
+        params:
         """
         pass
 

catalyst/exchange/exchange_algorithm.py

@@ -388,6 +388,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         self.stats_minutes = 1
 
         self._last_orders = []
+        self._last_open_orders = []
         self.trading_client = None
 
         super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
@@ -791,12 +792,17 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             self.nullify_frame_stats(now=data.current_dt)
 
         self.performance_needs_update = False
-        orders = list(self.perf_tracker.todays_performance.orders_by_id.keys())
-        if orders != self._last_orders:
+        last_orders_list = list(self.blotter.orders.keys())
+        open_orders_list = list(self.blotter.open_orders.keys())
+
+        if last_orders_list != self._last_orders or \
+                open_orders_list != self._last_open_orders:
             self.performance_needs_update = True
 
-        # Saving current orders to detect changes in the next frame
-        self._last_orders = copy.deepcopy(orders)
+        # Saving current order positions
+        # to detect changes in the next frame
+        self._last_orders = copy.deepcopy(last_orders_list)
+        self._last_open_orders = copy.deepcopy(open_orders_list)
 
         if self.performance_needs_update:
             self.perf_tracker.update_performance()
@@ -1011,13 +1017,19 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             args=(order_id,))
 
     @api_method
-    def cancel_order(self, order_param, exchange_name):
+    def cancel_order(self, order_param, exchange_name,
+                     symbol=None, params={}):
         """Cancel an open order.
 
         Parameters
         ----------
         order_param : str or Order
             The order_id or order object to cancel.
+
+        exchange_name: name of exchange from
+                        which you want to cancel the order
+        symbol:
+        params:
         """
         exchange = self.exchanges[exchange_name]
 
@@ -1031,4 +1043,4 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             sleeptime=self.attempts['retry_sleeptime'],
             retry_exceptions=(ExchangeRequestError,),
             cleanup=lambda: log.warn('cancelling order again.'),
-            args=(order_id,))
+            args=(order_id, symbol, params))