Broker Cash, Strange Metric

[shaunpatterson]

Expected Behavior

Start with $1000
Buy $100 of stock
self._broker._cash should be $900.
Sell $150 of stock
self._broker._cash should be $1050

Actual Behavior

Start with $1000
Buy $100 of stock
self._broker._cash doesn't change
Sell $150 of stock
self._broker._cash is now $1050 (cash += closed_trade.pl)

I don't understand this behavior. The variable is named cash, but it's not really the current cash value.

If you want to make trades based on your actual available cash, self._broker.margin_available seems to be what you want... but that seems strange.

Am I missing something here?

[kernc]

Can you rather show some code?

Note, everything prefixed with an underscore is, as customary, private API with no explicit guarantees.

[shaunpatterson]

   def _close_trade(self, trade: Trade, price: float, time_index: int):
        self.trades.remove(trade)
        if trade._sl_order:
            self.orders.remove(trade._sl_order)
        if trade._tp_order:
            self.orders.remove(trade._tp_order)

        self.closed_trades.append(trade._replace(exit_price=price, exit_bar=time_index))
        self._cash += trade.pl

    def _open_trade(self, price: float, size: int, sl: float, tp: float, time_index: int):
        trade = Trade(self, size, price, time_index)
        self.trades.append(trade)
        # Create SL/TP (bracket) orders.
        # Make sure SL order is created first so it gets adversarially processed before TP order
        # in case of an ambiguous tie (both hit within a single bar).
        # Note, sl/tp orders are inserted at the front of the list, thus order reversed.
        if tp:
            trade.tp = tp
        if sl:
            trade.sl = sl

Cash is only changed when the trade is closed.

I understand the underscore variables are private -- however, I found this because I was interested in creating an enhancement to plot the available cash.