Order and position size more than 1 lot

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Issue #10 new
neir0 created an issue

As I see now order and position size is limited to 1 lot. I have tried to make several new Order requests with same idTrade at same time but in this case I see wrong results in calculation of PnL and other trade statistics. It there any way to place properly Order (Orders) with size more than 1 lot and if it's not do you plan to add it?

Comments (3)

  1. Stanislav Kovalevsky repo owner

    Yes, at the moment only single lot supported however I might add multiple lot feature later. I didn't add it in first place in order to keep things simple. Note that it is possible to keep several trades open at a time and close them using corresponding idTrade. For now I will add error message if more than one order with identical side share the same idTrade.

  2. Stanislav Kovalevsky repo owner

    QuantTools only supports back testing at the moment. This means no communication with broker is possible. Back testing orders are placed using Processor class instance via send_order method. Please see the example.

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