Closed happydasch closed 3 years ago
When creating a bracket order with a tradeid(?) btoandav20 will not recognize the orders but will see the new orders as external orders.
See: https://community.backtrader.com/topic/2967/order-synchronization/16
def create_new_order(self, price, exec_type): stopprice = price - (self.order_type_sign * self.max_range_price) limitprice = price + (self.order_type_sign * self.interval_price) self.tradeid_seq +=1 orders = None if self.order_type == bt.Order.Buy: orders = self.buy_bracket(size=self.order_size, price=price, exectype=exec_type, tradeid=self.tradeid_seq, stopprice=stopprice, stopexec=bt.Order.Stop, limitprice=limitprice, limitexec=bt.Order.Limit) elif self.order_type == bt.Order.Sell: orders = self.sell_bracket(size=self.order_size, price=price, exectype=exec_type, tradeid=self.tradeid_seq, stopprice=stopprice, stopexec=bt.Order.Stop, limitprice=limitprice, limitexec=bt.Order.Limit) logger.info("$$$ ORDER $$$ type:{}, size:{}, price:{}, exectype:{}({}), tradeid:{}, stopprice:{}, limitprice:{}".format( bt.Order.OrdTypes[self.order_type], self.order_size, price, exec_type, bt.Order.ExecTypes[exec_type], self.tradeid_seq, stopprice, limitprice) ) return orders
When creating a bracket order with a tradeid(?) btoandav20 will not recognize the orders but will see the new orders as external orders.
See: https://community.backtrader.com/topic/2967/order-synchronization/16