Custom sizing in portfolio.from_signals.

[IgorDrgonec]

Hi. I'm trying to get either OrderContext.cash_now or SimulationContext_last_cash (should be the same) from my portfolio from signals to get current cash and then calculate size of the position to always risk 1% (lose 1% of cash when stop loss is hit). I saw in documentation that SizeType "Percentage" is calculated from OrderContext.cash_now, but I can not get this done. Could you please help me? Somehow I can't manage to get OrderContext.cash_now or SimulationContext_last_cash out of portfolio for my function where I calculate sizing.

This is my portfolio without sizing calculation:

portfolio_signals = vbt.Portfolio.from_signals(
    df['Close'], 
    signal_func_nb=nb.dir_enex_signal_func_nb,
    signal_args=(np.asarray(long_entries), np.asarray(long_exits_final), np.asarray(Direction.LongOnly)),
    init_cash = initial_capital,
    freq="1d")