Relative zipline newbie here (FYI I have been learning mainly via the book TRADING EVOLVED plus trial and error). I have a few data bundles that extract from my mysql db of historical daily price data and work fine - as in I can run algos on it which transact orders (of any type) as expected.
However, if I fabricate a symbol and create a bunch of price history for it, the algos will analyze the data no problem but not fulfill my orders for it. E.g. I could invent the symbol ZYXW and give it all the data associated with my real stock data, but no order happens. I can submit the order but it will sit there forever until the algo ends. At first I wondered if this was to do with the "data.can_trade" check I was doing, but it is the same without that call.
Any clues? I am probably misunderstanding some basic principle. Please enlighten me!