At 15.59 Liquidate() is schedulled to close all the opening positions.
Which should be the right Insight to work with this Liquidate()?
I mean, which should be the right XXX?
def ClosePositions(self):
self.Liquidate()
insight = Insight.Price(XXX,Expiry.EndOfDay, InsightDirection.Flat)
self.EmitInsights(insight)
Mario Schmidt
I could have several differents Option contracts for one underlying, each one of them with its own name, so that I would like to close all the position automatically and not one by one, to be sure that the portfolio is empty before the market close.
Adam W
You can do something like:
def ClosePositions(self):
openPositions = [ x.Symbol for x in self.Portfolio.Values if x.Invested ]
insights=[]
for x in openPositions:
insight = Insight.Price(x, Expiry.EndOfDay, InsightDirection.Flat)
insights.append(insight)
self.EmitInsights(insights)
# maybe add a self.modelReady=False to prevent emitting insights after this event,
# turn it back on when market open in another scheduled function
No need to use self.Liquidate() here as the PortfolioModel should be liquidating all the Flat insights anyways
Mario Schmidt
Thank you very much Adam. Very usefull!!
Mario Schmidt
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