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Fix NR Adjustments #591
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Fix NR Adjustments #591
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Do you have any example pnl screenshots of place markets where a NR has occurred? |
Has this been implemented?
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Only if the reduction factor for a withdrawn horse is 4.0% or greater, all unmatched lay bets will be cancelled.
Good point. I didn't notice that bit. I've pushed change to address that. |
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if order.side == "LAY": | ||
if ( |
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Don't we already handle this on line 117?
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I don't think so.
On line 174, the Order Type will be LIMIT_ON_CLOSE or LIMIT if the order's a LAY.
On line 117, the Order Type is MARKET_ON_CLOSE for LAY bets.
This is just a preliminary PR for the time being.
1 Implementing the alternative way of adjusting place markets.
2 If LAY limit orders have persistence type MARKET_ON_CLOSE, the remaining portion are convert to MARKET_ON_CLOSE orders.
Will the simulated profit on bets from (2) be calculated correctly if there is both a partial fill before the NR adjustment, a remaining portion converted to MARKET_ON_CLOSE?