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share calculation in RealTimeOptimization #55

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yz77 opened this issue Jun 1, 2020 · 1 comment
Closed

share calculation in RealTimeOptimization #55

yz77 opened this issue Jun 1, 2020 · 1 comment

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@yz77
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yz77 commented Jun 1, 2020

Correct me if I am wrong - but I felt there is a bug in the share calculation in this example. It makes more sense to use t-1 close price to calculate the shares instead of t (as shown in the example), in other words - prices.shift(1). Since your decision price is last close - and in the propagation the assumption is filled at previous close and propagated by close to close return.

@joseortiz3
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You're going to need to provide some more detail for useful feedback.

@enzbus enzbus closed this as completed Oct 2, 2023
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