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backtesting cash synchronization problem #10

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unsaved opened this issue Jul 10, 2018 · 0 comments
Open

backtesting cash synchronization problem #10

unsaved opened this issue Jul 10, 2018 · 0 comments

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@unsaved
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unsaved commented Jul 10, 2018

I am not limited by startCapital. In any strategy event callback invocation where state.capital.cash > 0, I can buy as I wish to using multiple buys as long as each buy is for <= state.capital.cash. state.capital.cash goes negative.

It seems that within a single event cycle you either don't update state.capital.cash or don't check trades against the updated value.

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