Pps postmortem #347
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Pps postmortem #347
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This was just implemented totally wrong but somehow worked XD The idea was to include all trades that contribute to ongoing position size since the last time the position was "net zero", i.e. no position in the asset. Adjust arithmetic to *subtract* from the current size until a zero size condition is met and then keep all those clears as part of the "current state" clears table. Additionally this fixes another bug where the positions freshly loaded from a ledger *were not* being merged with the current `pps.toml` state.
goodboy
added
clearing
goodboy
commented
Jul 2, 2022
| ).setdefault( | ||
| pos_msg['account'], {} | ||
| ).update(pos_msg) | ||
| (broker, sym), |
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So instead of a table of tables we just do a flat table with a tuple[str, str] of the broker and symbol.
goodboy
commented
Jul 2, 2022
| ''' | ||
| size: float = 0 | ||
| size: float = self.size |
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This and the subtract change below were the main issue with getting the pps.toml clears tables per position correct..
guilledk
approved these changes
Jul 3, 2022
guilledk
approved these changes
Jul 3, 2022
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Repairs from #336 mostly in the
Position.minimize_clears()logic which was previously incorrect: the arithmetic needed to be inverted and the final zero-ing event included.Some further tiny cleanups in the
ibbackend code.Oh, and a change to the ems's position caching table / relaying to prep for #346.