Mariner Backtesting - Tradesim.Util.PolicyError
Tradesim.Util.PolicyLimitError Sample Traceback
Traceback (most recent call last):
File "run_simulation.py", line 550, in <module>
main(sys.argv[1:])
File "run_simulation.py", line 525, in main
results = simulator()
File "/opt/anaconda/lib/python2.7/site-packages/tradesim/engine.py", line 542, in __call__
return self.simulate()
File "/opt/anaconda/lib/python2.7/site-packages/tradesim/engine.py", line 661, in simulate
context_collection.process_event(event, delivery_timestamp)
File "/opt/anaconda/lib/python2.7/site-packages/tradesim/context.py", line 729, in process_event
event.method(event.context, *event.args, **event.kwargs)
File "/opt/anaconda/lib/python2.7/site-packages/tradesim/context.py", line 350, in on_reject
raise PolicyLimitError("Maximum number of rejected orders ({}) reached".format(self.policy_limits['max_on_reject']))
tradesim.util.PolicyLimitError: Maximum number of rejected orders (1000) reached
Sample Fixed Code
on_reject(self, event, md, order, account, service):
print event
Notes
- After 1000 rejects your strategy will fail. We recommend using on_reject method to see the reason for your reject