How to use the catalyst.api.order_target_percent function in catalyst

log.info("Position Zero")
            return

        # Cost Basis
        cost_basis = position.cost_basis

        log.info(
            "Holdings: {amount} @ {cost_basis}".format(
                amount=position.amount, cost_basis=cost_basis
            )
        )

        # Sell when holding and got sell singnal
        if isSell(context, analysis):
            profit = (context.price * position.amount) - (cost_basis * position.amount)
            order_target_percent(
                asset=context.asset,
                target=0,
                limit_price=context.price * (1 - context.SLIPPAGE_ALLOWED),
            )
            log.info(
                "Sold {amount} @ {price} Profit: {profit}".format(
                    amount=position.amount, price=context.price, profit=profit
                )
            )
        else:
            log.info("no buy or sell opportunity found")
    else:
        # Buy when not holding and got buy signal
        if isBuy(context, analysis):
            if context.portfolio.cash < context.price * context.ORDER_SIZE:
                log.warn(

log.info(
            "found {amount} positions with cost basis {cost_basis}".format(
                amount=position.amount, cost_basis=cost_basis
            )
        )

        if position.amount >= context.TARGET_POSITIONS:
            log.info("reached positions target: {}".format(position.amount))
            return

        if price < cost_basis:
            is_buy = True
        elif (position.amount > 0 and price > cost_basis * (1 + context.PROFIT_TARGET)):
            profit = (price * position.amount) - (cost_basis * position.amount)
            log.info("closing position, taking profit: {}".format(profit))
            order_target_percent(
                asset=context.asset, target=0, limit_price=price * (1 - context.SLIPPAGE_ALLOWED)
            )
        else:
            log.info("no buy or sell opportunity found")
    else:
        is_buy = True

    if is_buy:
        if buy_increment is None:
            log.info("the rsi is too high to consider buying {}".format(rsi))
            return

        if price * buy_increment > cash:
            log.info("not enough base currency to consider buying")
            return

log.info("Position Zero")
            return

        # Cost Basis
        cost_basis = position.cost_basis

        log.info(
            "Holdings: {amount} @ {cost_basis}".format(
                amount=position.amount, cost_basis=cost_basis
            )
        )

        # Sell when holding and got sell singnal
        if isSell(context, analysis):
            profit = (context.price * position.amount) - (cost_basis * position.amount)
            order_target_percent(
                asset=context.asset,
                target=0,
                limit_price=context.price * (1 - context.SLIPPAGE_ALLOWED),
            )
            log.info(
                "Sold {amount} @ {price} Profit: {profit}".format(
                    amount=position.amount, price=context.price, profit=profit
                )
            )
        else:
            log.info("no buy or sell opportunity found")
    else:
        # Buy when not holding and got buy signal
        if isBuy(context, analysis):
            if context.portfolio.cash < context.price * context.ORDER_SIZE:
                log.warn(

self.log.info("Using default sell function")
        position = context.portfolio.positions.get(self.state.asset)
        if position == 0:
            self.log.warn("Position Zero, skipping sell")
            return

        # Cost Basis
        cost_basis = position.cost_basis
        self.log.notice(
            "Holdings: {amount} @ {cost_basis}".format(
                amount=position.amount, cost_basis=cost_basis
            )
        )
        # Sell when holding and got sell singnal
        profit = (self.state.price * position.amount) - (cost_basis * position.amount)
        order_target_percent(
            asset=self.state.asset,
            target=0,
            limit_price=self.state.price * (1 - self.state.SLIPPAGE_ALLOWED),
        )
        msg = "Sold {amount} @ {price} Profit: {profit}".format(
            amount=position.amount, price=self.state.price, profit=profit
        )
        self.log.notice(msg)
        self.notify(msg)

longs = all_assets[pipeline_data.longs]
    shorts = all_assets[pipeline_data.shorts]

    record(
        universe_size=len(all_assets),
        leverage=context.account.leverage,
    )

    # Build a 2x-leveraged, equal-weight, long-short portfolio.
    one_third = 1.0 / 3.0
    for asset in longs:
        order_target_percent(asset, one_third)

    for asset in shorts:
        order_target_percent(asset, -one_third)

    # Remove any assets that should no longer be in our portfolio.
    portfolio_assets = longs | shorts
    positions = context.portfolio.positions
    for asset in viewkeys(positions) - set(portfolio_assets):
        # This will fail if the asset was removed from our portfolio because it
        # was delisted.
        if data.can_trade(asset):
            order_target_percent(asset, 0)

log.info("Position Zero")
            return

        # Cost Basis
        cost_basis = position.cost_basis

        log.info(
            "Holdings: {amount} @ {cost_basis}".format(
                amount=position.amount, cost_basis=cost_basis
            )
        )

        # Sell when holding and got sell singnal
        if isSell(context, analysis):
            profit = (context.price * position.amount) - (cost_basis * position.amount)
            order_target_percent(
                asset=context.asset,
                target=0,
                limit_price=context.price * (1 - context.SLIPPAGE_ALLOWED),
            )
            log.info(
                "Sold {amount} @ {price} Profit: {profit}".format(
                    amount=position.amount, price=context.price, profit=profit
                )
            )
        else:
            log.info("no buy or sell opportunity found")
    else:
        # Buy when not holding and got buy signal
        if isBuy(context, analysis):
            if context.portfolio.cash < context.price * context.ORDER_SIZE:
                log.warn(

)
        # Set a style for limit orders,
        limit_price = price * 1.005
        order_target_percent(
            context.market, 1, limit_price=limit_price
        )
        context.traded_today = True

    elif rsi[-1] >= context.RSI_OVERBOUGHT and pos_amount > 0:
        log.info(
            '{}: selling - price: {}, rsi: {}'.format(
                data.current_dt, price, rsi[-1]
            )
        )
        limit_price = price * 0.995
        order_target_percent(
            context.market, 0, limit_price=limit_price
        )
        context.traded_today = True

# Cost Basis
        cost_basis = position.cost_basis

        log.info(
            'Holdings: {amount} @ {cost_basis}'.format(
                amount=position.amount,
                cost_basis=cost_basis
            )
        )

        # Sell when holding and got sell singnal
        if isSell(context, analysis):
            profit = (context.price * position.amount) - (
                cost_basis * position.amount)
            order_target_percent(
                asset=context.asset,
                target=0,
                limit_price=context.price * (1 - context.SLIPPAGE_ALLOWED),
            )
            log.info(
                'Sold {amount} @ {price} Profit: {profit}'.format(
                    amount=position.amount,
                    price=context.price,
                    profit=profit
                )
            )
        else:
            log.info('no buy or sell opportunity found')
    else:
        # Buy when not holding and got buy signal
        if isBuy(context, analysis):

# 'shorts'.
    pipeline_data = context.pipeline_data
    all_assets = pipeline_data.index

    longs = all_assets[pipeline_data.longs]
    shorts = all_assets[pipeline_data.shorts]

    record(
        universe_size=len(all_assets),
        leverage=context.account.leverage,
    )

    # Build a 2x-leveraged, equal-weight, long-short portfolio.
    one_third = 1.0 / 3.0
    for asset in longs:
        order_target_percent(asset, one_third)

    for asset in shorts:
        order_target_percent(asset, -one_third)

    # Remove any assets that should no longer be in our portfolio.
    portfolio_assets = longs | shorts
    positions = context.portfolio.positions
    for asset in viewkeys(positions) - set(portfolio_assets):
        # This will fail if the asset was removed from our portfolio because it
        # was delisted.
        if data.can_trade(asset):
            order_target_percent(asset, 0)

# Check that the order has not already been placed
    open_orders = get_open_orders()
    if context.asset not in open_orders:
        # check that the asset of interest can currently be traded
        if data.can_trade(context.asset):
            # Trading logic: if price is less than the buy threshold, mean
            # reversion should drive price up. Algorithm invests 100% in the
            # asset. In the opposite case, mean reversion should drive price
            # down. Algorithm invests 50% in cash and 50% in the asset. If
            # price is between buy and sell thresholds, algorithm invests 25%
            # in cash and 75% in the asset.
            if price < buy_threshold:
                order_target_percent(context.asset, 1.0)
            elif price > sell_threshold:
                order_target_percent(context.asset, 0.5)
            else:
                order_target_percent(context.asset, 0.75)

    record(
        price=price,
        leverage=context.account.leverage,
        sma=sma,
        std=std,
        buy_threshold=buy_threshold,
        sell_threshold=sell_threshold,
    )