auto_call_seq_ctx_nb purpose about vectorbt HOT 3 CLOSED

This is the same as passing call_seq=‘auto’ to any of Portfolio.from_orders and Portfolio.from_signals, which reorders your orders by their value, so you can first execute the sell orders to release funds required by the buy orders. This is common for rebalancing. The reason why call_seq=‘auto’ can’t passed to Portfolio.from_order_func is because you generate orders dynamically and so the function doesn’t know how to sort your orders until it calls each order in the group, and so you must call it manually in the segment preparation function. Under the hood, auto_call_seq_ctx_nb takes information on each order in the current group and at current timestamp (that is, segment) and sorts call_seq in a way that sell orders are executed first. It doesn’t return anything because it simply changes call_seq in-place, which is an attribute of the simulation. For example, call_seq by default is [0, 1, 2] and after sorting it can be [1, 2, 0], which means that second column in the group is executed first, while first column is executed last. After you have done it, use oc.call_seq_now[oc.call_idx] to get index of the element this call corresponds to.

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You can debug code in pycharm

import os
os.environ['NUMBA_DISABLE_JIT'] = '1'

# numba code

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Thanks to both of you! Super clear explanation and I was actually pretty sad to not be able to debug the numba code, now I can, thank you :)

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