Reverted strategy to random buy/sell

portfolio/portfolio.py

@@ -16,7 +16,7 @@ class Portfolio(object):
         self.equity = equity
         self.balance = deepcopy(self.equity)
         self.risk_per_trade = risk_per_trade
-        self.trade_units = 100000#self.calc_risk_position_size()
+        self.trade_units = self.calc_risk_position_size()
         self.positions = {}
 
     def calc_risk_position_size(self):

strategy/strategy.py

@@ -10,9 +10,8 @@ class TestRandomStrategy(object):
     def calculate_signals(self, event):
         if event.type == 'TICK':
             self.ticks += 1
-            if self.ticks == 2:
+            if self.ticks % 2 == 0:
                 signal = SignalEvent(self.instrument, "market", "buy")
-                self.events.put(signal)
-            if self.ticks == 10:
+            else:
                 signal = SignalEvent(self.instrument, "market", "sell")
-                self.events.put(signal)
+            self.events.put(signal)

trading/trading.py

@@ -55,7 +55,7 @@ if __name__ == "__main__":
     # Create the portfolio object that will be used to
     # compare the OANDA positions with the local, to
     # ensure backtesting integrity.
-    portfolio = Portfolio(prices, events, equity=98505.02)
+    portfolio = Portfolio(prices, events, equity=98499.05)
 
     # Create the execution handler making sure to
     # provide authentication commands