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@ -67,22 +67,23 @@ class Prop(Strategy): |
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# Create the new buy orders from with the delta between the actual and the desired state. |
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for stock, amount in desired_state_dolards.items(): |
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if amount > state.stocks[stock]: |
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orders.append( |
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Long( |
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stock, |
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amount / conversion_rate[stock] - state.stocks[stock], |
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conversion_rate[stock], |
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if stock in state.stocks: |
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if amount > state.stocks[stock]: |
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orders.append( |
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Long( |
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stock, |
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amount / conversion_rate[stock] - state.stocks[stock], |
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conversion_rate[stock], |
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) |
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) |
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) |
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else: |
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orders.append( |
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Short( |
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stock, |
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state.stocks[stock] - amount / conversion_rate[stock], |
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conversion_rate[stock], |
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else: |
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orders.append( |
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Short( |
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stock, |
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state.stocks[stock] - amount / conversion_rate[stock], |
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conversion_rate[stock], |
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) |
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) |
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) |
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# Filter low orders |
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orders = list(filter(self.filter_order, orders)) |
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