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When streaming trade activity, the profitMinusBags value is skewed #16

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victorbutler opened this issue Apr 22, 2018 · 3 comments
Open

When streaming trade activity, the profitMinusBags value is skewed #16

victorbutler opened this issue Apr 22, 2018 · 3 comments
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bug Something isn't working testing Currently testing this issue
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v0.1

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@victorbutler
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profitPlusBags is fine

Maybe it has something to do with the order the pair data is entered into the history?
@victorbutler victorbutler added the bug Something isn't working label Apr 22, 2018
@victorbutler victorbutler added this to the v0.1 milestone Apr 22, 2018
@victorbutler
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Might have fixed this with commit 30f7f84

@victorbutler victorbutler added the testing Currently testing this issue label Apr 26, 2018
@victorbutler
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Basic trade activity testing is OK. Waiting to test more complicated trade activity.

@victorbutler
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Partial fill execution skews the profit - bags. Something's going on with the bag resolution code. Look inside the code that tries to zero out the Quantity. A zero Quantity should remove that bag since buys and sells have been fully balanced out.

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