Bug in spawn_children_from_instrument_orders

[tgibson11]

Bug in spawn_children_from_instrument_orders

[tgibson11]

This was for a passive roll order, if that matters, and it was attempting to add to a short position.

[oldlore]

I just had the same error occur. I have a short GOLD_micro position with PASSIVE roll status and the system was trying to change the quantity from -2 to -3.
tgibson, how did you deal with it? Change back to NO_ROLL and just allow system to buy current priced contract?

  File "/home//pysystemtrade/sysproduction/linux/scripts/run.py", line 67, in <module>
    func(*args, **kwargs)
  File "/home//pysystemtrade/sysproduction/run_stack_handler.py", line 11, in run_stack_handler
    price_process.run_process()
  File "/home//pysystemtrade/syscontrol/run_process.py", line 106, in run_process
    self._main_loop_over_methods()
  File "/home//pysystemtrade/syscontrol/run_process.py", line 132, in _main_loop_over_methods
    timer_class.check_and_run(**kwargs)
  File "/home//pysystemtrade/syscontrol/timer_functions.py", line 124, in check_and_run
    self.run_function(**kwargs)
  File "/home//pysystemtrade/syscontrol/timer_functions.py", line 299, in run_function
    self._function(**kwargs)
  File "/home//pysystemtrade/sysexecution/stack_handler/spawn_children_from_instrument_orders.py", line 45, in spawn_children_from_new_instrum
ent_orders
    self.spawn_children_from_instrument_order_id(instrument_order_id)
  File "/home//pysystemtrade/sysexecution/stack_handler/spawn_children_from_instrument_orders.py", line 63, in spawn_children_from_instrument_
order_id
    list_of_contract_orders = spawn_children_from_instrument_order(
  File "/home//pysystemtrade/sysexecution/stack_handler/spawn_children_from_instrument_orders.py", line 118, in spawn_children_from_instrument
_order
    list_of_contract_orders = spawn_function(data, instrument_order)
  File "/home//pysystemtrade/sysexecution/stack_handler/spawn_children_from_instrument_orders.py", line 165, in single_instrument_child_orders
    get_required_contract_trade_for_instrument(data, instrument_order)
  File "/home//pysystemtrade/sysexecution/stack_handler/spawn_children_from_instrument_orders.py", line 258, in get_required_contract_trade_fo
r_instrument
    return passive_roll_child_order(data=data, instrument_order=instrument_order)
  File "/home//pysystemtrade/sysexecution/stack_handler/spawn_children_from_instrument_orders.py", line 339, in passive_roll_child_order
    increasing_trade = sign(trade) == sign(position_current_contract)
  File "/home//pysystemtrade/syscore/genutils.py", line 155, in sign
    return copysign(1, x)
TypeError: must be real number, not tradeQuantity

[tgibson11]

tgibson11@a144845

This was my workaround. It fixes the problem from the code perspective, but it doesn't seem like logical trading behavior unless you make some assumptions about the conditions that got you to this point...and I have not verified those assumptions.

[frankcodespoorly]

I've encountered this issue as well. My understanding is the passive roll status should only create orders that reduce the position of the current contract. Until we have more clarity, I am not using the passive roll status.