extend positions bug fix

This commit is contained in:
2026-04-26 06:10:18 +00:00
parent 73c4eb1bf8
commit f1839d0779
8 changed files with 167 additions and 44 deletions

View File

@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"execution_count": 7,
"id": "d1eed397",
"metadata": {},
"outputs": [],
@@ -18,7 +18,7 @@
},
{
"cell_type": "code",
"execution_count": 2,
"execution_count": 8,
"id": "c6151613",
"metadata": {},
"outputs": [],
@@ -28,7 +28,7 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 31,
"id": "d83c61e5",
"metadata": {},
"outputs": [
@@ -38,16 +38,32 @@
"1"
]
},
"execution_count": 3,
"execution_count": 31,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"config_update = {'Min_Time_To_Funding_Minutes': 7}\n",
"config_update = {\n",
" 'Min_Time_To_Funding_Minutes': 60,\n",
" 'Print_Summary_Each_Loop': True,\n",
" 'Allow_Ordering_Aster': True,\n",
" 'Allow_Ordering_Extend': True,\n",
" 'Loop_Sleep_Sec': 0.0,\n",
" 'Flip_Side_For_Testing': False,\n",
" 'Price_Worsener_Extend': 0.0,\n",
"}\n",
"VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "d2fdd7d2",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": 11,
@@ -71,24 +87,26 @@
},
{
"cell_type": "code",
"execution_count": 16,
"execution_count": 9,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"{'Config_Updated_Timestamp': 1777098091913,\n",
" 'Allow_Ordering_Aster': True,\n",
" 'Allow_Ordering_Extend': True,\n",
" 'Allow_Ordering_Aster': False,\n",
" 'Allow_Ordering_Extend': False,\n",
" 'Loop_Sleep_Sec': 1,\n",
" 'Max_Target_Notional': 0.0,\n",
" 'Min_Time_To_Funding_Minutes': 60,\n",
" 'Price_Worsener_Aster': 0.0,\n",
" 'Price_Worsener_Extend': 0.0,\n",
" 'Target_Open_Cash_Position': 10}"
" 'Target_Open_Cash_Position': 10,\n",
" 'Print_Summary_Each_Loop': False,\n",
" 'Flip_Side_For_Testing': False}"
]
},
"execution_count": 16,
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}