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Portfolio IsShort IsLong Logic

Hello,

I Have hovered over the file dealing with long and short holding orders at this link :

https://github.com/QuantConnect/Lean/blob/master/Common/Securities/SecurityHolding.cs

 It is mentionned that Long holding is a quantity >0 and Short Holding is a quantity <0.

But in my algo when i place a short order, i place a positive quantity in a potentiel short price trend not a negative quantity in this trend...

Someone could explain me the logic behind ? 

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It is just the way Quantity is interpreted in LEAN, positive is Long and negative is Short.

When you place a short order, you use a negative quantity to indicate it:

# Short 1 share of SPY
self.MarketOrder('SPY', -1)

# Long 1 share of SPY
self.MarketOrder('SPY', 1)

 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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