def AddOrder(self, order):
Singleton.Debug(f"Portfolio.AddOrder: {order}")
Singleton.Log(f"Order size: {order.Quantity}")
Singleton.Log(
f"isclose({order.Quantity}, 0, abs_tol={Singleton.Securities[order.Symbol].SymbolProperties.LotSize})"
)
if isclose(order.Quantity,
0,
abs_tol=Singleton.Securities[
order.Symbol].SymbolProperties.LotSize):
Singleton.Log(
"Warning: Avoiding submitting order that has zero quantity.")
return
Singleton.Debug(f"AddOrder: {order}")
self.__orders.append(order)
def Log(self, message):
Singleton.Log("[%s] %s" % (self.Name, message))