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Stop passing pacing_sec to value-target strategies
1 parent 070000d commit 7d00230

2 files changed

Lines changed: 4 additions & 1 deletion

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strategy_runtime.py

Lines changed: 0 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -160,7 +160,6 @@ def _evaluate_value_target_strategy(
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) -> StrategyEvaluationResult:
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runtime_config = dict(self.runtime_config)
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runtime_config.setdefault("translator", translator)
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runtime_config.setdefault("pacing_sec", float(pacing_sec))
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portfolio_snapshot = fetch_portfolio_snapshot(ib)
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market_inputs = self._build_value_target_market_inputs(
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ib=ib,

tests/test_strategy_runtime.py

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Original file line numberDiff line numberDiff line change
@@ -345,6 +345,7 @@ class FakeEntrypoint:
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def evaluate(self, ctx):
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captured["market_data"] = dict(ctx.market_data)
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captured["portfolio"] = ctx.portfolio
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captured["runtime_config"] = dict(ctx.runtime_config)
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return StrategyDecision(
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positions=(
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PositionTarget(symbol="SOXL", target_value=30000.0),
@@ -385,6 +386,7 @@ def fake_loader(_ib, symbol, duration="2 Y", bar_size="1 day"):
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assert captured["market_data"]["derived_indicators"]["soxl"]["ma_trend"] == 100.0
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assert captured["market_data"]["derived_indicators"]["soxx"]["price"] == 200.0
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assert captured["portfolio"] is portfolio_snapshot
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assert "pacing_sec" not in captured["runtime_config"]
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assert result.metadata["portfolio_total_equity"] == 50000.0
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assert result.metadata["managed_symbols"] == ("SOXL", "SOXX", "QQQI", "SPYI", "BOXX")
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@@ -408,6 +410,7 @@ class FakeEntrypoint:
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def evaluate(self, ctx):
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captured["market_data"] = dict(ctx.market_data)
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captured["portfolio"] = ctx.portfolio
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captured["runtime_config"] = dict(ctx.runtime_config)
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return StrategyDecision(
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positions=(
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PositionTarget(symbol="TQQQ", target_value=30000.0),
@@ -457,6 +460,7 @@ def fake_candle_loader(_ib, symbol, duration="2 Y", bar_size="1 day"):
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assert len(captured["market_data"]["benchmark_history"]) == 220
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assert captured["market_data"]["benchmark_history"][0]["high"] == 101.0
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assert captured["portfolio"] is portfolio_snapshot
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assert "pacing_sec" not in captured["runtime_config"]
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assert result.metadata["portfolio_total_equity"] == 50000.0
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assert result.metadata["benchmark_symbol"] == "QQQ"
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assert result.metadata["managed_symbols"] == ("TQQQ", "BOXX", "SPYI", "QQQI")

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