Partial-exits

Hi,

I'm using Wealth-Lab 8 Build 173 and I'm seeing unexpected behavior with partial exits.

According to the UserStrategyBase documentation, if an exit Transaction.Quantity is smaller than the matched open Position.Quantity, Wealth-Lab should split the Position and close only the requested quantity.

However, in my test the complete Position disappears after the partial Sell.

I reduced the issue to a minimal C# strategy.

TEST SETUP

- Wealth-Lab 8 Build 173
- Symbol: SPY
- Daily data
- One single long Position
- NSF = false
- No Portfolio Sync involved
- No broker/live trading involved
- No Building Blocks involved
- No ClosePosition()
- No Rebalance()
- No PositionTag dependency required
- Entry quantity is generated by normal Strategy Position Sizing

CODE:


using WealthLab.Backtest;
using WealthLab.Core;

namespace WealthScript2
{
    public class MyStrategy : UserStrategyBase
    {
        public override void Initialize(BarHistory bars)
        {
        }

        public override void Execute(BarHistory bars, int idx)
        {
            if (idx == 10)
            {
                Transaction buy = PlaceTrade(
                    bars,
                    TransactionType.Buy,
                    OrderType.Market
                );

                WriteToDebugLog(
                    "BUY | Qty=" + buy.Quantity
                    + " | ManualQty=" + buy.ManualQuantity
                );
            }

            if (idx == 20 && OpenPositions.Count > 0)
            {
                Position p = OpenPositions[0];

                WriteToDebugLog(
                    "BEFORE SELL"
                    + " | PositionQty=" + p.Quantity
                    + " | NSF=" + p.NSF
                    + " | PositionTag=" + p.PositionTag
                );

                Transaction sell = PlaceTrade(
                    bars,
                    TransactionType.Sell,
                    OrderType.Market
                );

                sell.Quantity = 10;

                WriteToDebugLog(
                    "SELL"
                    + " | TransactionQty=" + sell.Quantity
                    + " | ManualQty=" + sell.ManualQuantity
                );
            }

            if (idx >= 21 && idx <= 23)
            {
                WriteToDebugLog(
                    "AFTER SELL"
                    + " | OpenPositions=" + OpenPositions.Count
                );

                foreach (Position p in OpenPositions)
                {
                    WriteToDebugLog(
                        "RESIDUAL"
                        + " | Qty=" + p.Quantity
                        + " | IsOpen=" + p.IsOpen
                    );
                }
            }
        }

        public override void BacktestComplete()
        {
            WriteToDebugLog(
                "===== BACKTEST COMPLETE ====="
            );

            foreach (Transaction t in Backtester.TransactionLog)
            {
                WriteToDebugLog(
                    "TRANS"
                    + " | Type=" + t.TransactionType
                    + " | Qty=" + t.Quantity
                    + " | ManualQty=" + t.ManualQuantity
                    + " | PositionTag=" + t.PositionTag
                    + " | NSF=" + t.NSF
                );
            }

            var positions = GetPositionsAllSymbols(true);

            foreach (Position p in positions)
            {
                WriteToDebugLog(
                    "POS"
                    + " | Qty=" + p.Quantity
                    + " | IsOpen=" + p.IsOpen
                    + " | PositionTag=" + p.PositionTag
                    + " | NSF=" + p.NSF
                );
            }

            WriteToDebugLog(
                "OpenPositionsAllSymbols.Count="
                + OpenPositionsAllSymbols.Count
            );
        }
    }
}

ACTUAL RESULT

In my test the entry Position contains 54 shares:

BUY | Qty=54 | ManualQty=False

Before the exit:

BEFORE SELL
PositionQty=54
NSF=False

The exit Transaction is correctly assigned a quantity of 10:

SELL
TransactionQty=10
ManualQty=True

But on the next bar:

AFTER SELL
OpenPositions=0

And at BacktestComplete:

TRANS | Type=Buy | Qty=54 | ManualQty=False
TRANS | Type=Sell | Qty=10 | ManualQty=True

Positions.Count = 1

POS
Qty=10
IsOpen=False

OpenPositionsAllSymbols.Count=0

EXPECTED RESULT

Since the original Position contained 54 shares and the Sell Transaction.Quantity is 10, I expected Wealth-Lab to split the Position:

54 original shares
-10 shares closed
=44 shares still open

Expected:

OpenPositions.Count=1
Residual Position.Quantity=44

Instead, no residual Position exists.

I also tested UserStrategyBase.Rebalance().

With a Position of 54 shares, Rebalance generated:

Sell Quantity=9
PositionTag=0

but after execution the result was again:

OpenPositions=0
Closed Position Quantity=9

So both a manually assigned partial Transaction.Quantity and Rebalance produce a closed fragment without preserving the residual Position.

Could you please confirm whether there is a Backtest Setting that could cause this behavior, or whether this is a defect in Build 173?

If a setting is involved, please let me know which one should be used for partial Position splitting.

Thanks.
Riccardo