Get_position() & close_all_positions() problems on ibridgepy

Algo Trading Business
1

I got two questions:

  1. Why get_position(context.security) return INFO: position: 0, I just filled an order of 1 MES, it should be 1 instead?
  2. Why did close_all_positions() fail to close my holding of 1 MES contract?
def initialize(context):
    context.place_order=True
    context.security = superSymbol(secType='FUT', symbol='MES', currency='USD', expiry='202509', exchange = 'CME')
    
def handle_data(context, data):
    if context.place_order:               
        order_target(context.security, 1)
        position = get_position(context.security)
        log.info(f" position: {position.amount}")
        close_all_positions()
        context.place_order=False
        end()

try:
    log
except NameError:
    class Logger:
        def info(self, msg):
            print(f"INFO: {msg}")
        def warn(self, msg):
            print(f"WARN: {msg}")
    log = Logger()

On my TWS, I found 1 MES successfully bought, but failed to be closed by close_all_positions(). On the other hand, i got the log on console as following:

Try to get connected to Interactive Brokers
Connected to Interactive Brokers
IBridgePy version 22.1.1
fileName = Quantra-IBridgePy\*************.py
####    Starting to initialize trader    ####
##    ACCOUNT Balance  DU*******  ##
CASH=999420.54
portfolio_value=999631.19
positions_value=0.0
##    NO ANY POSITION    ##
##    NO any order    ##
####    Initialize trader COMPLETED    ####
INFO:  position: 0
Try to get connected to Interactive Brokers
Quantra-IBridgePy\Place_and_Cancel_Orders\example_place_market_and_limit_order.py END
2

Hi,

One issue can be timing here. Before the code gets confirmation of the order being filled, it is moving towards checking the position. Try running only the get_position code and check output.
If this does not work, you can check the connection if it is correct.
Hope this helps.

3

Thanks, Rekhit. That’s keen observation. Timimg makes so much sense. I will tweak my codes and re-test it.