Merge pull request #329 from hugoch642/master

Small modifications to allow multiple orders being executed in one environment step

tensortrade/oms/instruments/quantity.py

@@ -52,7 +52,10 @@ class Quantity:
 
     def __init__(self, instrument: 'Instrument', size: Union[Decimal, Number], path_id: str = None):
         if size < 0:
-            raise InvalidNegativeQuantity(size)
+            if abs(size) > Decimal(10)**(-instrument.precision):
+                raise InvalidNegativeQuantity(size)
+            else:
+                size = 0
 
         self.instrument = instrument
         self.size = size if isinstance(size, Decimal) else Decimal(size)

tensortrade/oms/orders/broker.py

@@ -80,13 +80,17 @@ def update(self) -> None:
         Then the broker will find any orders that are active, but expired, and
         proceed to cancel them.
         """
+        executed_ids = []
         for order in self.unexecuted:
             if order.is_executable:
-                self.unexecuted.remove(order)
+                executed_ids.append(order.id)
                 self.executed[order.id] = order
 
                 order.attach(self)
                 order.execute()
+
+        for order_id in executed_ids:
+            self.unexecuted.remove(self.executed[order_id])
 
         for order in self.unexecuted + list(self.executed.values()):
             if order.is_active and order.is_expired:

tensortrade/oms/orders/create.py

@@ -303,10 +303,10 @@ def proportion_order(portfolio: 'Portfolio',
 
     pair = portfolio.base_instrument / target.instrument
 
-    order += OrderSpec(
+    order.add_order_spec(OrderSpec(
         side=TradeSide.BUY,
         trade_type=TradeType.MARKET,
         exchange_pair=ExchangePair(exchange, pair),
         criteria=None
-    )
+    ))
     return order

tensortrade/oms/wallets/wallet.py

@@ -107,7 +107,10 @@ def lock(self, quantity, order: 'Order', reason: str) -> 'Quantity':
             raise DoubleLockedQuantity(quantity)
 
         if quantity > self.balance:
-            raise InsufficientFunds(self.balance, quantity)
+            if (quantity-self.balance)>Decimal(10)**(-self.instrument.precision+2):
+                raise InsufficientFunds(self.balance, quantity)
+            else:
+                quantity = self.balance
 
         self.balance -= quantity
 
@@ -230,12 +233,18 @@ def withdraw(self, quantity: 'Quantity', reason: str) -> 'Quantity':
         if quantity.is_locked and self._locked.get(quantity.path_id, False):
             locked_quantity = self._locked[quantity.path_id]
             if quantity > locked_quantity:
-                raise InsufficientFunds(self._locked[quantity.path_id], quantity)
+                if (quantity-locked_quantity)>Decimal(10)**(-self.instrument.precision+2):
+                    raise InsufficientFunds(locked_quantity, quantity)
+                else:
+                    quantity = locked_quantity
             self._locked[quantity.path_id] -= quantity
 
         elif not quantity.is_locked:
             if quantity > self.balance:
-                raise InsufficientFunds(self.balance, quantity)
+                if (quantity-self.balance)>Decimal(10)**(-self.instrument.precision+2):
+                    raise InsufficientFunds(self.balance, quantity)
+                else:
+                    quantity = self.balance
             self.balance -= quantity
 
         self.balance = self.balance.quantize()