Survivorship free data handling #157
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Hi, how does the package handle delisted stocks, say I have a position open and the stock gets delisted before my strategy closes out, what happens? Thanks |
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Hi @markxbaker, Your positions are only updated on OHLC bars in the data source. If a stock is delisted, and there are no longer OHLC bars, then your position will stay open by default. You can use StrategyConfig#exit_on_last_bar to automatically close out the position on the last bar of data, which will cause the position to be closed if its stock is delisted. |
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Thanks Ed, loving the package by the way now I'm more up to speed, is pretty awesome! |
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Hi @markxbaker,
Your positions are only updated on OHLC bars in the data source. If a stock is delisted, and there are no longer OHLC bars, then your position will stay open by default. You can use StrategyConfig#exit_on_last_bar to automatically close out the position on the last bar of data, which will cause the position to be closed if its stock is delisted.