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Here is an example where we are assuming the legs,
for leg in position.legs: # Extract order parameters symbol = leg.symbol orderSide = leg.orderSide # orderQuantity = leg.orderQuantity
# TODO: I'm not sure about this order side check here if orderSide != 0: targets.append(PortfolioTarget(symbol, orderSide))
Same thing is in positionPnl calculation in the position class, which we use extensively in monitor.
The text was updated successfully, but these errors were encountered:
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Here is an example where we are assuming the legs,
for leg in position.legs:
# Extract order parameters
symbol = leg.symbol
orderSide = leg.orderSide
# orderQuantity = leg.orderQuantity
Same thing is in positionPnl calculation in the position class, which we use extensively in monitor.
The text was updated successfully, but these errors were encountered: