diff --git a/tradeexecutor/strategy/runner.py b/tradeexecutor/strategy/runner.py index 4de3c6307..249aabe32 100644 --- a/tradeexecutor/strategy/runner.py +++ b/tradeexecutor/strategy/runner.py @@ -1096,6 +1096,11 @@ def post_process_trade_decision( if max_price_impact is not None: for t in trades: + + if t.is_credit_supply(): + # Credit supply positions do not have price structure + continue + price_structure = t.price_structure if execution_context.live_trading: