fixed the if statment that should be in the for loop in the function …

…computeRequiredPrice
abides-sim · Oct 2, 2020 · d071919 · d071919
1 parent ff302ad
commit d071919
Showing 1 changed file with 4 additions and 3 deletions.
diff --git a/agent/OrderBookImbalanceAgent.py b/agent/OrderBookImbalanceAgent.py
@@ -158,11 +158,12 @@ def computeRequiredPrice (self, direction, shares, known_bids, known_asks):
         t = 0
 
         for i in range(len(book)):
-            p,v = book[i]
+            p, v = book[i]
             t += v
 
-        # If we have accumulated enough shares, return this price.
-        if t >= shares: return p
+            # If we have accumulated enough shares, return this price.
+            if t >= shares:
+                return p
 
         # Not enough shares.  Just return worst price (highest ask, lowest bid).
         return book[-1][0]