Merge pull request #91 from masanorihirano/bug-fix-230713

bug fix in High frequency order execution handling
masanorihirano · Jul 13, 2023 · 77a1063 · 77a1063
2 parents bc674c6 + 13d9b5e
commit 77a1063
Showing 1 changed file with 10 additions and 0 deletions.
diff --git a/pams/runners/sequential.py b/pams/runners/sequential.py
@@ -520,7 +520,17 @@ def _handle_orders(
                             raise NotImplementedError
                         if session.with_order_execution:
                             logs = market._execution()
+                            self.simulator._update_agents_for_execution(
+                                execution_logs=logs
+                            )
                             for execution_log in logs:
+                                agent = self.simulator.id2agent[
+                                    execution_log.buy_agent_id
+                                ]
+                                agent.executed_order(log=execution_log)
+                                agent = self.simulator.id2agent[
+                                    execution_log.sell_agent_id
+                                ]
                                 agent.executed_order(log=execution_log)
                                 self.simulator._trigger_event_after_execution(
                                     execution_log=execution_log