wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-11 12:00:50 +08:00
Code Issues Packages Projects Releases Wiki Activity

BUG: Exception will be raised when nan value sent to order()

Browse Source 
Previously order was not checking for nan values sent as
limit or stop prices. It will now raise a runtime exception
in the event that an attempt to order with a nan price is made.
This commit is contained in:
Delaney Granizo-Mackenzie
2014-08-25 11:23:28 -04:00
parent 16d15ed514
commit 15f33d3e9d
3 changed files with 55 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/finance/execution.py
+39 -7
View File
@@ -21,6 +21,10 @@ from six import with_metaclass
import zipline.utils.math_utils as zp_math
from math import isnan
from zipline.errors import BadOrderParameters
class ExecutionStyle(with_metaclass(abc.ABCMeta)):
"""
@@ -77,8 +81,17 @@ class LimitOrder(ExecutionStyle):
"""
Store the given price.
"""
if isnan(limit_price):
raise BadOrderParameters(
msg="""Attempted to place an order with a limit price
of NaN."""
)
if limit_price < 0:
raise ValueError("Can't place a limit with a negative price.")
raise BadOrderParameters(
msg="Can't place a limit with a negative price."
)
self.limit_price = limit_price
self._exchange = exchange
@@ -98,9 +111,16 @@ class StopOrder(ExecutionStyle):
"""
Store the given price.
"""
if isnan(stop_price):
raise BadOrderParameters(
msg="""Attempted to place an order with a stop price
of NaN."""
)
if stop_price < 0:
raise ValueError(
"Can't place a stop order with a negative price."
raise BadOrderParameters(
msg="Can't place a stop order with a negative price."
)
self.stop_price = stop_price
self._exchange = exchange
@@ -121,13 +141,25 @@ class StopLimitOrder(ExecutionStyle):
"""
Store the given prices
"""
if isnan(limit_price):
raise BadOrderParameters(
msg="""Attempted to place an order with a limit price
of NaN."""
)
if isnan(stop_price):
raise BadOrderParameters(
msg="""Attempted to place an order with a stop price
of NaN."""
)
if limit_price < 0:
raise ValueError(
"Can't place a limit with a negative price."
raise BadOrderParameters(
msg="Can't place a limit with a negative price."
)
if stop_price < 0:
raise ValueError(
"Can't place a stop order with a negative price."
raise BadOrderParameters(
msg="Can't place a stop order with a negative price."
)
self.limit_price = limit_price