Invesment after liquidation

Here is a review of 'Juan’s' code for logical bugs that could cause tiny leftover crypto "dust" positions after liquidation, with a summary and advice for fixing:

Findings - Code Logic/Behavior Issues:

1. Order Sizing Not Adjusted for Exchange Minimums:
   When you place market orders with self.market_order(self._btc, self.money / precio) (or negative for sell), you do not ensure the order quantity (BTC) is an exact multiple of the exchange's minimum order size. For example, if Bitfinex enforces a minimum order size of 0.00004 BTC, but your calculation creates a value like 0.00341313, after round-trip trading, you can end up holding a residual (dust) less than 0.00004.

2. self.liquidate and self.set_holdings(…, 0) Cannot Remove Dust:
   If self.portfolio[self._btc].quantity drops below the minimum lot size, both self.liquidate(self._btc) and self.set_holdings(self._btc, 0) will repeatedly fail to clear the position, due to minimum-order logic at the brokerage/exchange level.

3. Incorrect Reliance on self.portfolio.invested:
   This property can be True even if the position is a trivial, non-closable dust amount.

4. No Manual Rounding/Truncating of Position Sizes:
   Your code never truncates order sizes to the allowed minimum-multiple granularity, nor does it prevent further "rounding errors" from accumulating.

Summary of the Bug:

The "dust" (e.g., 0.000006) remains in your portfolio because after buy/sell actions, the position size is below the minimum threshold required for a legal trade on the exchange (in this case, Bitfinex's 0.00004 BTC). Since neither Liquidate nor set_holdings can clear such tiny amounts, your logic keeps treating the position as "open", but it's un-actionable, causing confusion.

What to Do Instead (How to Fix):

• Before placing any market order, always round down the order size so it is an exact multiple of the exchange's minimum order, and never attempt to trade amounts smaller than this.
  Example pseudocode:

  qty = self.money / precio
  minimum = 0.00004
  qty = math.floor(qty / minimum) * minimum
  

  Only submit the order if qty >= minimum.

• Avoid repeated liquidate or set_holdings calls for quantities already below the exchange minimum; just skip the call.

• Accept that dust less than the minimum can't be removed by orders; disregard these for logical 'flat' state in your logic.

In Short:
The code allows rounding errors and does not enforce minimum increments per exchange rules for crypto order sizing, which leads to non-zero, untradeable remnants after liquidation. Add logic to always round/truncate every order size to a valid minimum, and don’t try to liquidate if below that threshold.

Let me know if you want a code example showing how to implement the correct order truncating and minimum checks!

Sources: Opening Range Breakout for Stocks in Play