How to close all open position ?

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edited

HI all,

I am confused what was wrong form me, as the following code that why cannot close all open position ?
After do the order function , I recheck position again, But is still exist!

def close_orders(context,data):

    for sec in context.sids:  
        order_share = context.portfolio.positions[sec].amount  
        print("open order_share=",sec.symbol, " share=",order_share)

        if order_share > 0:  
            order(sec,-order_share )  
        elif order_share < 0:  
            order(sec,order_share  )    

    #check all close order success  
    for sec in context.sids:  
        order_share = context.portfolio.positions[sec].amount  
        print("check order_share=",sec.symbol," share=",order_share)

Logs message:

2005-05-12PRINT('open order_share=', u'XLF', ' share=', 0)
2005-05-12PRINT('open order_share=', u'XLE', ' share=', 303)
2005-05-12PRINT('open order_share=', u'XLU', ' share=', -47)
2005-05-12PRINT('open order_share=', u'XLK', ' share=', 0)
2005-05-12PRINT('open order_share=', u'XLB', ' share=', 0)
2005-05-12PRINT('open order_share=', u'XLP', ' share=', 2816)
2005-05-12PRINT('open order_share=', u'XLY', ' share=', 0)
2005-05-12PRINT('open order_share=', u'XLI', ' share=', 0)
2005-05-12PRINT('open order_share=', u'XLV', ' share=', 710)
2005-05-12PRINT('check order_share=', u'XLF', ' share=', 0)
2005-05-12PRINT('check order_share=', u'XLE', ' share=', 303)
2005-05-12PRINT('check order_share=', u'XLU', ' share=', -47)
2005-05-12PRINT('check order_share=', u'XLK', ' share=', 0)
2005-05-12PRINT('check order_share=', u'XLB', ' share=', 0)
2005-05-12PRINT('check order_share=', u'XLP', ' share=', 2816)
2005-05-12PRINT('check order_share=', u'XLY', ' share=', 0)
2005-05-12PRINT('check order_share=', u'XLI', ' share=', 0)
2005-05-12PRINT('check order_share=', u'XLV', ' share=', 710)

2 responses

Novice TAI

I know what was wrong for me , that the order method will effect portfolio.position in next trading day!

Alisa Deychman

Hi Devon,

As a suggestion, I'd recommend to use order_target, order_target_value, or order_target_percent to close out your positions. And in general for any ordering call. Using the simple order() function will blindly buy or short your position each bar, without any regard for open orders or your portfolio size.

Take a look at this below, I changed order to order_target

def close_orders(context,data):

    for sec in context.sids:  
        order_share = context.portfolio.positions[sec].amount  
        print("open order_share=",sec.symbol, " share=",order_share)

        if order_share > 0:  
            order_target(sec, 0)  
        elif order_share < 0:  
            order_target(sec,0)    

    #check all close order success  
    for sec in context.sids:  
        order_share = context.portfolio.positions[sec].amount  
        print("check order_share=",sec.symbol," share=",order_share)

and here are the logs

2008-01-04PRINT('open order_share=', u'AAPL', ' share=', 50)
2008-01-04PRINT('open order_share=', u'AA', ' share=', 50)
2008-01-04PRINT('check order_share=', u'AAPL', ' share=', 50)
2008-01-04PRINT('check order_share=', u'AA', ' share=', 50)
2008-01-04PRINTclosing orders
2008-01-04PRINT('open order_share=', u'AAPL', ' share=', 0)
2008-01-04PRINT('open order_share=', u'AA', ' share=', 0)
2008-01-04PRINT('check order_share=', u'AAPL', ' share=', 0)
2008-01-04PRINT('check order_share=', u'AA', ' share=', 0)
2008-01-04PRINTclosing orders
2008-01-04PRINT('open order_share=', u'AAPL', ' share=', 50)
2008-01-04PRINT('open order_share=', u'AA', ' share=', 50)
2008-01-04PRINT('check order_share=', u'AAPL', ' share=', 50)
2008-01-04PRINT('check order_share=', u'AA', ' share=', 50)
2008-01-04PRINTclosing orders
2008-01-04PRINT('open order_share=', u'AAPL', ' share=', 0)
2008-01-04PRINT('open order_share=', u'AA', ' share=', 0)
2008-01-04PRINT('check order_share=', u'AAPL', ' share=', 0)
2008-01-04PRINT('check order_share=', u'AA', ' share=', 0)

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