From da17e66961684bcd55d96ad2176a204c3fbf5e1f Mon Sep 17 00:00:00 2001 From: fredfortier Date: Fri, 27 Oct 2017 00:30:26 -0400 Subject: [PATCH] Fixed major issue with sell orders --- catalyst/exchange/exchange_blotter.py | 17 ++++++++++------- 1 file changed, 10 insertions(+), 7 deletions(-) diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py index 2ca2cb88..8fcbf623 100644 --- a/catalyst/exchange/exchange_blotter.py +++ b/catalyst/exchange/exchange_blotter.py @@ -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