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tests are passing for independent commission model

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This commit is contained in:
fawce
2012-09-28 23:12:41 -04:00
parent e6b3e8e7b1
commit 1caefbff43
12 changed files with 241 additions and 215 deletions
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zipline/algorithm.py
+4 -6
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@@ -5,7 +5,8 @@ from zipline.gens.tradegens import DataFrameSource
from zipline.utils.factory import create_trading_environment
from zipline.gens.transform import StatefulTransform
from zipline.lines import SimulatedTrading
from zipline.finance.slippage import FixedSlippage
from zipline.finance.slippage import FixedSlippage, simulate_method_factory
from zipline.finance.commission import PerShare
class TradingAlgorithm(object):
@@ -74,7 +75,7 @@ class TradingAlgorithm(object):
transforms,
self,
environment,
FixedSlippage()
simulate_method_factory(FixedSlippage(), PerShare(0.0))
)
def run(self, source, start=None, end=None):
@@ -179,8 +180,5 @@ class TradingAlgorithm(object):
def initialize(self, *args, **kwargs):
pass
def set_slippage_override(self, slippage_callable):
def set_simulate_override(self, slippage_callable):
pass