Make marketsim support buying and selling via sign of shares

marketsim/marketsim.py

@@ -75,16 +75,28 @@ def get_portfolio_value(holding, prices):
 def handle_order(date, order, holding, prices, commission, impact):
     """Process the order."""
     symbol, order, shares = order
-    assert(shares > 0) # Can only buy or sell positive amount of shares.
+    if shares == 0 and order == "":
+        return  # empty order
+    if pd.isnull(shares):
+        return  # shares is nan
+
+    # Allow indicating buying and selling via shares. If shares is positive we
+    # buy and if it is negative we sell.
+    if shares > 0 and order == "":
+        order = "BUY"
+    elif shares < 0 and order == "":
+        order = "SELL"
+        shares = abs(shares)
+
     adj_closing_price = prices[symbol]
     cost = shares * adj_closing_price
     # Charge commission and deduct impact penalty
     holding['cash'] -= (commission + impact * adj_closing_price * shares)
-    if order == "BUY":
+    if order.upper() == "BUY":
         # print(f"Buy  {shares:6} of {symbol:4} on {date}")
         holding['cash'] -= cost
         holding[symbol] += shares
-    elif order == "SELL":
+    elif order.upper() == "SELL":
         # print(f"Sell {shares:6} of {symbol:4} on {date}")
         holding['cash'] += cost
         holding[symbol] -= shares