calumrussell / rotala

Backtesting engine written in Rust

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Bug with insufficient cash

calumrussell opened this issue · comments

Needs to be fixed after multithreading is complete, balances are going negative and the bookkeeper is trying and failing to liquidate. Happens with binance test.

When investigating this issue, it appears that the broker is also issuing buy orders for negative amounts to try and generate cash.