BUG: sim._check_volume

[sadimoodi]

hello @AminHP ,
There is a bug in the check volume function inside the simulator, you write :

 def _check_volume(self, symbol: str, volume: float) -> None:
        symbol_info = self.symbols_info[symbol]
        if not (symbol_info.volume_min <= volume <= symbol_info.volume_max):
            raise ValueError(
                f"'volume' must be in range [{symbol_info.volume_min}, {symbol_info.volume_max}]"
            )
        if not round(volume / symbol_info.volume_step, 6).is_integer():
            raise ValueError(f"'volume' must be a multiple of {symbol_info.volume_step}")

you are rounding the volume to 6 decimals and expecting an integer as a result, this can only be true if the passed volume was an integer, your error message says mutiple of 0.01 (volume step), this also contradicts with your voume check function inside env._get_modified_volume where you expect volume to be mutiple of 0.01 as well.

[AminHP]

Hi @sadimoodi ,

I don't see the problem.

>>> round(2.545 / 0.01, 6).is_integer()
False
>>> round(2.54 / 0.01, 6).is_integer()
True

[sadimoodi]

then why not just use:

v =  round(v ,2)

This will ensure that the result is a mutiplication of 0.01 without the need for the above validation, you are expecting a two decimal point float in _get_modified_volume because you use:

v = round(v / si.volume_step) * si.volume_step

isnt the above approach simpler and faster?

[AminHP]

Because volume_step is not always 0.01. It is variable and I wanted to support all cases.

[sadimoodi]

in your pickle files all the instruments where having 0.01 as volume step but i understand where you come from.
in my case i am building a crypto trading agent which does not use contract size nor volumes to trade, rather amounts and leverage, so this step was not needed in my case, i just round to 2 decimal points (simpler)

[AminHP]

Hmm, I see. So it's not a bug. Anyway, I don't think it has a huge impact on execution speed.