Fix exit-slot-edge-case when only one discrete unit remains
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d706f35668
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8f70398d88
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@ -204,7 +204,14 @@ class Allocator(BaseModel):
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# **without** going past a net-zero pp. if the pp is
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# **without** going past a net-zero pp. if the pp is
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# > 1.5x a slot size, then front load: exit a slot's and
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# > 1.5x a slot size, then front load: exit a slot's and
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# expect net-zero to be acquired on the final exit.
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# expect net-zero to be acquired on the final exit.
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slot_size < pp_size < round((1.5*slot_size), ndigits=ld)
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slot_size < pp_size < round((1.5*slot_size), ndigits=ld) or
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# underlying requires discrete (int) units (eg. stocks)
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# and thus our slot size (based on our limit) would
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# exit a fractional unit's worth so, presuming we aren't
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# supporting a fractional-units-style broker, we need
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# exit the final unit.
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ld == 0 and abs_live_size == 1
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):
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):
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order_size = abs_live_size
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order_size = abs_live_size
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