My algorithm is performing buys when it should not, and it is suspiciously right at the time of a stock split.
In my handle_data function I have the following code:
elif context.ACTIVE_INVESTMENT == 1 and ((current_price/context.LAST_BUY_IN) < context.REBUY_TARGET_PERCENTAGE):
The ratio of (current_price / LAST_BUY_IN) is getting thrown off because of the split.
I understand that I am not supposed to be using global (context) variables for this very reason, but I don't know how else to do it.
I need to decide whether to buy based on what the purchase price of the stock was at the time of the last purchase (which is in a previous loop of the simulation.)
I have recorded that, but the split causes it to no longer be accurate.
It doesn't appear that the Position object has a last_purchase_price property, which I think would solve my problem.
Two possible solutions, neither of which I know how to do:
- Keep the LAST_BUY_IN variable inside the handle_data function, and have it automatically "normalize" the previous buy price.
- Manually normalize the previous buy price by specifying the previous date of purchase (don't know how to record), and then calling a function to adjust the price at that date to the current date (don't know if this is possible.)
Any advice on the best way to handle this?
