Lean
Lean copied to clipboard
Extreme Unrealized Profit
Expected Behavior
We don't see equity curve jumps due to unrealized profit that aren't real (e.g.: huge bid/ask when the market is closed)
Actual Behavior
Potential Solution
When the market is closed or the bid/price/ask spread is "suspicious" in live mode, use the price instead of the bid or ask.
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues