Fix duplicate functions, short selling execution, and position closing logic in daytrader.py
This commit is contained in:
+24
-141
@@ -1317,139 +1317,6 @@ def submit_buy_to_cover(symbol, qty):
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debug_print(f"Buy to cover failed: {e}")
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debug_print(f"Buy to cover failed: {e}")
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return False
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return False
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def submit_short_sell(symbol, notional):
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"""Open a short position by selling shares we don't own"""
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debug_print(f"=== SUBMITTING SHORT SELL (OPENING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}")
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if not ENABLE_SHORT_SELLING:
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logger.warning("⚠️ Short selling is disabled in config")
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debug_print("Short selling disabled in config, aborting")
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return False
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try:
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current_price = get_current_price(symbol)
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if current_price == 0:
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debug_print("Short sell failed: could not get current price")
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return False
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execution_price = apply_slippage(current_price, False)
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shares = int(notional / execution_price)
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debug_print(f"Shares to short: {shares}, Expected execution: ${execution_price:.2f}")
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if shares == 0:
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debug_print("Short sell failed: shares = 0")
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return False
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debug_print("Submitting short sell order to API...")
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api.submit_order(
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symbol=symbol,
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qty=shares,
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side="sell",
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type="market",
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time_in_force="day"
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)
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logger.info(f"🔴 SHORT SELL: {shares} shares @ ~${execution_price:.2f}")
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debug_print(f"Short sell order submitted (opened short position)")
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return execution_price
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except Exception as e:
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logger.error(f"❌ Failed short sell: {e}")
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debug_print(f"Short sell failed: {e}")
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return False
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def submit_limit_short_sell(symbol, notional, limit_price):
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"""Open a short position using limit order"""
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debug_print(f"=== SUBMITTING LIMIT SHORT SELL (OPENING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}, Limit: ${limit_price:.2f}")
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if not ENABLE_SHORT_SELLING:
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logger.warning("⚠️ Short selling is disabled in config")
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debug_print("Short selling disabled in config, aborting")
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return False
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if notional < MIN_NOTIONAL:
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logger.warning(f"⚠️ Notional ${notional:.2f} < minimum ${MIN_NOTIONAL}")
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debug_print(f"Order rejected: notional too small")
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return False
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try:
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shares = int(notional / limit_price)
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debug_print(f"Calculated shares to short: {shares}")
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if shares == 0:
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logger.warning(f"⚠️ Cannot short fractional shares with ${notional:.2f}")
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debug_print(f"Order rejected: shares = 0")
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return False
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debug_print(f"Submitting limit short sell order to API...")
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order = api.submit_order(
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symbol=symbol,
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qty=shares,
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side="sell",
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type="limit",
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limit_price=round(limit_price, 2),
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time_in_force="gtc"
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)
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debug_print(f"Order submitted, ID: {order.id}")
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logger.info(f"🔴 LIMIT SHORT SELL: {shares} shares @ ${limit_price:.2f}")
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start_time = time.time()
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debug_print(f"Waiting for fill (timeout: {LIMIT_ORDER_TIMEOUT}s)...")
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while (time.time() - start_time) < LIMIT_ORDER_TIMEOUT:
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order_status = api.get_order(order.id)
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debug_print(f"Order status: {order_status.status}")
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if order_status.status == 'filled':
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filled_price = float(order_status.filled_avg_price)
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logger.info(f"✅ FILLED @ ${filled_price:.2f}")
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debug_print(f"Order filled at ${filled_price:.2f}")
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return filled_price
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elif order_status.status in ['cancelled', 'expired', 'rejected']:
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logger.warning(f"⚠️ Limit order {order_status.status}")
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debug_print(f"Order {order_status.status}")
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return False
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time.sleep(2)
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logger.warning("⏱️ Timeout - switching to market")
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debug_print("Timeout reached, canceling order and switching to market")
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api.cancel_order(order.id)
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return submit_short_sell(symbol, notional)
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except Exception as e:
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logger.error(f"❌ Failed limit short sell: {e}")
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debug_print(f"Limit short sell failed: {e}")
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return False
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def submit_buy_to_cover(symbol, qty):
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"""Close a short position by buying back shares"""
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debug_print(f"=== SUBMITTING BUY TO COVER (CLOSING SHORT POSITION) ===")
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debug_print(f"Symbol: {symbol}, Qty: {qty}")
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try:
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current_price = get_current_price(symbol)
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if current_price == 0:
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debug_print("Buy to cover failed: could not get current price")
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return False
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execution_price = apply_slippage(current_price, True)
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debug_print(f"Expected execution: ${execution_price:.2f}")
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debug_print("Submitting buy to cover order to API...")
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api.submit_order(
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symbol=symbol,
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qty=qty,
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side="buy",
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type="market",
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time_in_force="day"
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)
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logger.info(f"🟢 BUY TO COVER: {qty} shares @ ~${execution_price:.2f}")
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debug_print(f"Buy to cover order submitted (closed short position)")
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return execution_price
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except Exception as e:
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logger.error(f"❌ Failed buy to cover: {e}")
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debug_print(f"Buy to cover failed: {e}")
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return False
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def submit_limit_sell(symbol, qty, limit_price):
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def submit_limit_sell(symbol, qty, limit_price):
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debug_print(f"=== SUBMITTING LIMIT SELL ORDER ===")
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debug_print(f"=== SUBMITTING LIMIT SELL ORDER ===")
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debug_print(f"Symbol: {symbol}, Qty: {qty}, Limit: ${limit_price:.2f}")
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debug_print(f"Symbol: {symbol}, Qty: {qty}, Limit: ${limit_price:.2f}")
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@@ -1535,8 +1402,12 @@ def close_all_positions():
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debug_print(f"Found {len(positions)} positions to close")
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debug_print(f"Found {len(positions)} positions to close")
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logger.warning("⚠️ Closing all positions...")
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logger.warning("⚠️ Closing all positions...")
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for pos in positions:
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for pos in positions:
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debug_print(f"Closing position: {pos.symbol}, qty={pos.qty}")
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qty = int(float(pos.qty))
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submit_market_sell(pos.symbol, int(float(pos.qty)))
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debug_print(f"Closing position: {pos.symbol}, qty={qty}")
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if qty > 0:
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submit_market_sell(pos.symbol, qty)
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elif qty < 0:
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submit_buy_to_cover(pos.symbol, abs(qty))
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logger.info("✅ All positions closed")
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logger.info("✅ All positions closed")
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debug_print("All positions closed successfully")
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debug_print("All positions closed successfully")
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except Exception as e:
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except Exception as e:
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@@ -1747,7 +1618,7 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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debug_print(f"Target 1 ({PROFIT_TARGET_1}R) hit, scaling out {partial_qty} shares")
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debug_print(f"Target 1 ({PROFIT_TARGET_1}R) hit, scaling out {partial_qty} shares")
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if partial_qty > 0:
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if partial_qty != 0:
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if position_type == 'long':
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if position_type == 'long':
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if USE_LIMIT_ORDERS:
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if USE_LIMIT_ORDERS:
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limit_price = current_price
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limit_price = current_price
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@@ -2067,12 +1938,24 @@ def main():
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position_size = calculate_position_size(current_equity, signal_stop_loss, current_price, regime)
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position_size = calculate_position_size(current_equity, signal_stop_loss, current_price, regime)
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if buying_power >= position_size:
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if buying_power >= position_size:
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if USE_LIMIT_ORDERS and signal == 'buy':
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if signal == 'buy':
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bid, ask = get_bid_ask(SYMBOL)
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if USE_LIMIT_ORDERS:
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limit_price = bid
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bid, ask = get_bid_ask(SYMBOL)
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execution_price = submit_limit_buy(SYMBOL, position_size, limit_price)
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limit_price = bid
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execution_price = submit_limit_buy(SYMBOL, position_size, limit_price)
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else:
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execution_price = submit_market_buy(SYMBOL, position_size)
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elif signal == 'sell' and ENABLE_SHORT_SELLING:
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if USE_LIMIT_ORDERS:
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bid, ask = get_bid_ask(SYMBOL)
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limit_price = ask
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execution_price = submit_limit_short_sell(SYMBOL, position_size, limit_price)
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else:
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execution_price = submit_short_sell(SYMBOL, position_size)
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else:
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else:
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execution_price = submit_market_buy(SYMBOL, position_size)
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logger.warning("⚠️ Short selling disabled - skipping sell signal")
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debug_print("Short selling disabled, skipping sell signal")
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execution_price = False
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if execution_price:
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if execution_price:
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trade_count += 1
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trade_count += 1
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