Add a mechanism that checks for existing contracts
Closed this issue · 1 comments
Chocksy commented
Right now the code does not check for existing contracts/positions so you could open multiple same day positions with the same contract and break the whole strategy.
In alpha/base.py have a parameter defined that by default checks for existing positions and if any new order is tried for the same contract it should not be placed if it breaks existing positions.
Should be simple enough to add.