def order(self, sid, amount, initial_margin, limit_price=None, stop_price=None):
# TODO: get rid of the initial_margin parameter when we can figure that out from inside this method
# Check if there's enough in the margin account to cover initial margin
if self.margin_account_value > self.total_maintenance_margin + initial_margin * amount:
TradingAlgorithm.order(self, sid, amount, limit_price, stop_price)
else:
# there shouldn't be an exception here, right?
# TODO: log once you figure out how zipline's logging works
pass
def _liquidate_random_positions(self):
"""Liquidate an entire position (the position in particular is chosen at random) until we are back above
maintenance margin."""
while self.margin_account_value < self.total_maintenance_margin:
positions_as_list = self.perf_tracker.cumulative_performance.positions.items()[:]
chosen_symbol, chosen_position = positions_as_list[random.randint(0, len(positions_as_list) - 1)]
TradingAlgorithm.order(self, chosen_symbol, chosen_position.amount)
positions_as_list.remove((chosen_symbol, chosen_position))
self.total_maintenance_margin = sum(
[position.last_sale_price * 0.32 * position.amount for symbol, position in positions_as_list])
