account_positions table can have duplicate entries #111
Description
As reported in https://deephavencommunity.slack.com/archives/C036HT73T43/p1694639036590999, it is possible for the account_positions table to have duplicate entries.
This appears to happen because position data is requested for the base account as well as all accounts.
At the same time, the raw data is aggregated using .last_by(["RequestId", "Account", "ModelCode", "ContractId"]).
- Should the data be aggregated using only
.last_by(["Account", "ModelCode", "ContractId"])? - Should the account for the all case be rewritten to
ALL? - Which other
account_*tables need a similar code change?
Supporting files:
requests.csv
positions.csv
from ibapi.contract import Contract
from ibapi.order import Order
import deephaven_ib as dhib
from deephaven import time_table
from deephaven.plot import Figure
from deephaven.plot.selectable_dataset import one_click
from deephaven.plot import PlotStyle
print("========== Create a client and connect.=========")
# Socket Port: TWS:: live:7496 paper:7497 | IB:: live:4001 paper:4002
client = dhib.IbSessionTws(host="host.docker.internal", port=4002,client_id=0, download_short_rates=False,
read_only=False)
print(f"IsConnected: {client.is_connected()}")
client.connect()
print(f"IsConnected: {client.is_connected()}")
# Setup
account = "XXXXXXXXXXXXXX"
max_position_dollars = 200000.0 #per security
ema_t = "00:02:00"
errors = client.tables["errors"]
requests = client.tables["requests"]
positions = client.tables["accounts_positions"].where("Account = account")
ticks_bid_ask = client.tables["ticks_bid_ask"]
orders_submitted = client.tables["orders_submitted"].where("Account = account")
orders_status = client.tables["orders_status"]
orders_exec_details = client.tables["orders_exec_details"].where( "Account = account")
pnl = client.tables["accounts_pnl"].where("Account = account")
tmp= client.tables["accounts_summary"].where("Account=account")