Cancel blocked buy orders like rqalpha
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@@ -1310,6 +1310,12 @@ where
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.rules
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.can_buy(date, snapshot, candidate, self.execution_price_field);
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if !rule.allowed {
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let status = match rule.reason.as_deref() {
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Some("paused")
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| Some("buy disabled by eligibility flags")
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| Some("open at or above upper limit") => OrderStatus::Canceled,
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_ => OrderStatus::Rejected,
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};
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report.order_events.push(OrderEvent {
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date,
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order_id: Some(order_id),
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@@ -1317,7 +1323,7 @@ where
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side: OrderSide::Buy,
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requested_quantity: requested_qty,
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filled_quantity: 0,
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status: OrderStatus::Rejected,
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status,
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reason: format!("{reason}: {}", rule.reason.unwrap_or_default()),
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});
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return Ok(());
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