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Fixed major issue with sell orders

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This commit is contained in:
fredfortier
2017-10-27 00:30:26 -04:00
parent 0e0bfc82b5
commit da17e66961
1 changed files with 10 additions and 7 deletions
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catalyst/exchange/exchange_blotter.py
+10 -7
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@@ -5,7 +5,7 @@ from catalyst.constants import LOG_LEVEL
from catalyst.finance.blotter import Blotter
from catalyst.finance.commission import CommissionModel
from catalyst.finance.slippage import SlippageModel
from catalyst.finance.transaction import Transaction
from catalyst.finance.transaction import Transaction, create_transaction
log = Logger('exchange_blotter', level=LOG_LEVEL)
@@ -97,13 +97,16 @@ class TradingPairFixedSlippage(SlippageModel):
execution_price, execution_volume = self.process_order(data, order)
transaction = Transaction(
asset=order.asset,
amount=abs(execution_volume),
dt=dt,
price=execution_price,
order_id=order.id
transaction = create_transaction(
order, dt, execution_price, execution_volume
)
# transaction = Transaction(
# asset=order.asset,
# amount=abs(execution_volume),
# dt=dt,
# price=execution_price,
# order_id=order.id
# )
self._volume_for_bar += abs(transaction.amount)
yield order, transaction