trader/core/portfolio/portfolio_handler.py
async def on_signal(self, signal_event):
        """
        This is called by the backtester or live trading architecture
        to form the initial orders from the SignalEvent.

        These orders are sent to the RiskManager to verify,modify or
        eliminate.

        Once received from the RiskManager they are converted into
        full OrderEvent objects and sent back to the events queue.

        Args:
            signal_event (SignalEvent)
        """
        # print('Got signal: {}'.format(signal_event))
        order_event = self.risk_manager.create_order(
            self.portfolio, signal_event)
        print('Putting order event', order_event)
        await self.events_queue.put(order_event)

        This is called by the backtester or live trading architecture
        to form the initial orders from the SignalEvent.

        These orders are sent to the RiskManager to verify,modify or
        eliminate.

        Once received from the RiskManager they are converted into
        full OrderEvent objects and sent back to the events queue.

        Args:
            signal_event (SignalEvent)
        
This is called by the backtester or live trading architecture
to form the initial orders from the SignalEvent.

These orders are sent to the RiskManager to verify,modify or
eliminate.

Once received from the RiskManager they are converted into
full OrderEvent objects and sent back to the events queue.


This is called by the backtester or live trading architecture to form the initial orders from the SignalEvent . These orders are sent to the RiskManager to verify modify or eliminate . Once received from the RiskManager they are converted into full OrderEvent objects and sent back to the events queue .
async def on_signal(self, signal_event):
        order_event = self.risk_manager.create_order(
            self.portfolio, signal_event)
        print('Putting order event', order_event)
        await self.events_queue.put(order_event)
async def on_signal ( self , signal_event ) : order_event = self . risk_manager . create_order ( self . portfolio , signal_event ) print ( 'Putting order event' , order_event ) await self . events_queue . put ( order_event )
This is called by the backtester or live trading architecture
to form the initial orders from the SignalEvent.
This is called by the backtester or live trading architecture to form the initial orders from the SignalEvent .
"""
        This is called by the backtester or live trading architecture
        to form the initial orders from the SignalEvent.

        These orders are sent to the RiskManager to verify,modify or
        eliminate.

        Once received from the RiskManager they are converted into
        full OrderEvent objects and sent back to the events queue.

        Args:
            signal_event (SignalEvent)
        """ # print('Got signal: {}'.format(signal_event))
self
signal_event