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Hi all, I wrote a simple Long/Short market neutral algo. But somehow I see errors in ordering (actually in Portfolio cash...) as below.
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216 | 17:34:24:
Backtest Handled Error: The order quantity for AIG cannot be calculated: Reason: The portfolio does not hold enough cash including the order fees..
217 | 17:34:52:
Backtest Handled Error: The order quantity for CME cannot be calculated: Reason: The portfolio does not hold enough cash including the order fees..As you can see in the algo I attached, this algo uses total leverage 1.8 (0.9 each leg) only. I don't understand why I get this error message. Can anyone explain about this and fix this? Thank you.
HanByul P
Please disregard my post above. I should correct as below.
for i in self.security_list: if i not in total_list: self.Liquidate(i) for i in top_list: self.SetHoldings(i, -weight) for i in bottom_list: self.SetHoldings(i, weight)HanByul P
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