Merge pull request #18 from Overmuse/SR/add_expiry_to_position_intent

SR/add expiry to position intent
Overmuse · Oct 12, 2021 · 7d30637 · 7d30637
2 parents 6263bec + 3e5e308
commit 7d30637
Show file tree

Hide file tree

Showing 3 changed files with 11 additions and 11 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/Cargo.toml b/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "double-trouble"
-version = "0.4.5"
+version = "0.4.6"
 authors = ["Sebastian Rollen <[email protected]>"]
 edition = "2018"
 

diff --git a/src/trading/trade_generator.rs b/src/trading/trade_generator.rs
@@ -1,7 +1,7 @@
 use crate::trading::domain::Position;
 use crate::trading::relay::RelayMessage;
 use crate::trading::TradeBands;
-use chrono::{DateTime, Local};
+use chrono::{Local, Utc};
 use polygon::ws::Aggregate;
 use rdkafka::producer::{FutureProducer, FutureRecord};
 use rust_decimal::prelude::*;
@@ -69,7 +69,7 @@ impl TradeGenerator {
                             .update_policy(UpdatePolicy::RetainLong)
                             .limit_price(p1 * Decimal::new(1005, 3))
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -82,7 +82,7 @@ impl TradeGenerator {
                             .update_policy(UpdatePolicy::RetainShort)
                             .limit_price(p2 * Decimal::new(995, 3))
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -97,7 +97,7 @@ impl TradeGenerator {
                             .update_policy(UpdatePolicy::RetainShort)
                             .limit_price(p1 * Decimal::new(995, 3))
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -110,7 +110,7 @@ impl TradeGenerator {
                             .update_policy(UpdatePolicy::RetainLong)
                             .limit_price(p2 * Decimal::new(1005, 3))
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -124,7 +124,7 @@ impl TradeGenerator {
                             )
                             .sub_strategy(pair_string.clone())
                             .update_policy(UpdatePolicy::RetainLong)
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -136,7 +136,7 @@ impl TradeGenerator {
                             )
                             .update_policy(UpdatePolicy::RetainShort)
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -150,7 +150,7 @@ impl TradeGenerator {
                             )
                             .update_policy(UpdatePolicy::RetainShort)
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );
@@ -162,7 +162,7 @@ impl TradeGenerator {
                             )
                             .update_policy(UpdatePolicy::RetainLong)
                             .sub_strategy(pair_string.clone())
-                            .before(DateTime::from(Local::today().and_hms(15, 50, 0)))
+                            .before(Local::today().and_hms(19, 50, 0).with_timezone(&Utc))
                             .build()
                             .expect("Always works"),
                         );