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