Hi,
I feel this should be addressed in the API (and it maybe is, I just haven't found it), but is there an easy way to find out what stocks you own and if you own any stocks, sell all of them? I looked at context.portfolio.positions, but I don't know how to extract the information. I also don't want to hardcode security symbols into my algorithm.
Thanks for the help!
I happen to be working with that right now in case any of this makes any sense for ya.
c = context
pflo = c.portfolio
if some condition calling for liquidation and not c.liquidating:
c.liquidating = 1 # Initialize liquidation
for sec in pflo.positions: # Try to liquidate
if pflo.positions[sec].amount <= 0: continue
if get_open_orders(sec): continue # Avoid shorting
order_target(sec, 0) # Sell all
return
and then on succeeding bars, have to make sure. This is mostly a repeat of above with a logging line added:
if c.liquidating: # Clean/finish up missed liquidations, partial sells etc.
for sec in pflo.positions: # Try to complete liquidation
if pflo.positions[sec].amount <= 0: continue
if get_open_orders(sec): continue # Avoid shorting
log.info('liquidating yet {} shrs {} of {} remaining'.format(
sec.symbol, pflo.positions[sec].amount, sec.symbol))
order_target(sec, 0) # Sell all
return
Once done, clear the trigger:
if not pflo.positions_value:
c.liquidating = 0
return
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