Moonshot trade --review-date parameter inconsistent with blotter

Technical Help
#1

I run --review-date 3 times against from quantrocket.blotter import download_order_statuses.
SELL, BUY, SELL. The buy order here doesn't populate using --review-date.

I thought it might be a partial fill that --review-date couldn't account for until I saw the second picture.

image
image2246×898 228 KB

Here I try checking multiple BUY actions with review date without results.

image
image2256×778 111 KB

Most concerning is here. I hope I'm missing something, but the blotter has a BUY order while the --review-date has the identically opposite SELL order.

image
image2250×398 34.6 KB

#2

--review-date is not quite as smart as you are thinking. It simply controls which target weights Moonshot picks from your target weights DataFrame. Moonshot still determines the order diff by comparing the selected target weights to your current positions. It does not try to reconstruct your positions as of the review date and use that as the basis of the diff.