Cost basis to positions #249
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…egy name in orders. Alpaca now saves the strategy name as part of the client_order_id, which makes it possible to parse all orders that made up a position and decide if the position was opened by our strategy or not. If it was we want to track it, if not we'll ignore it.
grzesir
reviewed
Jun 3, 2023
| @@ -449,6 +449,29 @@ def process_pending_orders(self, strategy): | |||
| low = ohlc.df["low"][-1] | |||
| close = ohlc.df["close"][-1] | |||
| volume = ohlc.df["volume"][-1] | |||
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| elif self._data_source.SOURCE == "REST": | |||
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why is there a new data source here? I thought this was for Alpaca
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We'd need to confirm if these changes break anything if using other brokers than Alpaca. Especially the changes to the strategy_executor.py.