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position.update_market_value shouldn't use midpoint #167

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femtotrader opened this issue Jan 28, 2017 · 0 comments
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position.update_market_value shouldn't use midpoint #167

femtotrader opened this issue Jan 28, 2017 · 0 comments

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@femtotrader
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femtotrader commented Jan 28, 2017 •
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position.update_market_value currently use midpoint (ie midpoint = (bid + ask) // 2) to calculate market value of a position

qstrader/qstrader/position.py

Line 75 in 325266d

midpoint = (bid + ask) // 2

When a position is long, market value should be calculated using bid price,
when a position is short, market value should be calculated using ask price.

When #166 will be merged, such improvement should be an easy task.
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@juliettejames @femtotrader