Hi Amrita,

Just to confirm you're looking to close out all open positions, not just open orders at the end of the day correct?

This is a simple 'purge' algo that I use to close all existing positions in my test IB paper accounts in between algos. This should show you the basic idea of how to get at the list of all your positions from the context.portfolio.positions object and then sell them. Let me know if you have any questions!

Best wishes,
Jess

def num_open_orders():  
    """  
    Return the number of open orders right now.  
    """  
    open_orders = get_open_orders()  
    count_open = 0  
    if open_orders:  
        for _, orders in open_orders.iteritems():  
            for oo in orders:  
                if oo.amount != oo.filled:  
                    count_open += 1  
    return count_open  


def initialize(context):  
    context.sid = sid(13775)  
    context.done_purge = False

def handle_data(context, data):  
    needs_purge = []  
    for psid, pos in context.portfolio.positions.iteritems():  
        if pos.amount != 0 :  
            needs_purge.append(psid)  
    if len(needs_purge) > 0:  
        log.info("Need to purge %s in portfolio." % (len(needs_purge)))  
        ok_to_place = 100 - num_open_orders()  
        if ok_to_place > 0:  
            log.info("Can place %s more orders." % (ok_to_place))  
            for psid in needs_purge:  
                if ok_to_place > 0:  
                    log.info("Purging %s" % (psid.symbol))  
                    order_target(psid, 0)  
                    ok_to_place -= 1  
        else:  
            log.info("Cannot place more orders - 100 orders still open.")  
    else:  
        if not context.done_purge:  
            log.info("Done purging.")  
            context.done_purge = True