Comments (5)
Hi @sadimoodi ,
I don't see the problem.
>>> round(2.545 / 0.01, 6).is_integer()
False
>>> round(2.54 / 0.01, 6).is_integer()
True
from gym-mtsim.
then why not just use:
v = round(v ,2)
This will ensure that the result is a mutiplication of 0.01 without the need for the above validation, you are expecting a two decimal point float in _get_modified_volume because you use:
v = round(v / si.volume_step) * si.volume_step
isnt the above approach simpler and faster?
from gym-mtsim.
Because volume_step is not always 0.01. It is variable and I wanted to support all cases.
from gym-mtsim.
in your pickle files all the instruments where having 0.01 as volume step but i understand where you come from.
in my case i am building a crypto trading agent which does not use contract size nor volumes to trade, rather amounts and leverage, so this step was not needed in my case, i just round to 2 decimal points (simpler)
from gym-mtsim.
Hmm, I see. So it's not a bug. Anyway, I don't think it has a huge impact on execution speed.
from gym-mtsim.
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from gym-mtsim.