modif after running additional strategies in Q2

florentchandelier · May 16, 2016 · ceea5ad · ceea5ad
1 parent cdbaf28
commit ceea5ad
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Showing 3 changed files with 6 additions and 3 deletions.
diff --git a/skeleton/TradingSystemArchitecture/OrderManager.py b/skeleton/TradingSystemArchitecture/OrderManager.py
@@ -41,7 +41,8 @@ def send_order_through(self, data, instrument, dollar_value=0, style=MarketOrder
         MarketOrder()
         LimitOrder()
         '''
-        nb_shares = int(np.floor(dollar_value /float(data[instrument].price) ))
+#        nb_shares = int(np.floor(dollar_value /float(data[instrument].price) ))
+        nb_shares = int(np.floor(dollar_value /float(data.current(instrument,'price')) ))
         order(instrument, nb_shares, style=style)
         return
 

diff --git a/skeleton/TradingSystemArchitecture/StrategyDesign.py b/skeleton/TradingSystemArchitecture/StrategyDesign.py
@@ -58,7 +58,8 @@ def _send_percent_order (self, data, pct):
             # update desired strategy targeted allocation
             self.portfolio.assets[inst] = dollar_value
 
-            current_value = self.context.portfolio.positions[inst].amount *data[inst].price
+#            current_value = self.context.portfolio.positions[inst].amount *data[inst].price
+            current_value = self.context.portfolio.positions[inst].amount *data.current(inst, 'price')
             tgt_dollar_value = self.portfolio.assets[inst] - current_value
             target_dollar_value = merge_dicts(target_dollar_value, {inst:tgt_dollar_value})
 

diff --git a/skeleton/generic_modules/live_metrics.py b/skeleton/generic_modules/live_metrics.py
@@ -26,5 +26,6 @@ def get_cagr(context, data):
 
         cagr = np.power(current_value/initial_value, 1/float(context.cagr_period/12) )-1
 
-        print( '['+str(data.items()[0][1].datetime.year) +'-'+str(data.items()[0][1].datetime.month)+'] > CAGR = ' +str(cagr))
+#        print( '['+str(data.items()[0][1].datetime.year) +'-'+str(data.items()[0][1].datetime.month)+'] > CAGR = ' +str(cagr))
+        print( '['+str(get_datetime().date().year) +'-'+str(get_datetime().date().month)+'] > CAGR = ' +str(cagr))
     return