TST:adds algo unittest for ClOSE_POSITON event type, adds commission as parameter to TestAlgorithm

This commit is contained in:
warren-oneill
2015-06-11 10:11:01 -04:00
committed by jfkirk
parent 5ff04c4ea6
commit 3d18a2954f
2 changed files with 53 additions and 1 deletions
+5 -1
View File
@@ -108,7 +108,8 @@ class TestAlgorithm(TradingAlgorithm):
amount,
order_count,
sid_filter=None,
slippage=None):
slippage=None,
commission=None):
self.count = order_count
self.sid = sid
self.amount = amount
@@ -122,6 +123,9 @@ class TestAlgorithm(TradingAlgorithm):
if slippage is not None:
self.set_slippage(slippage)
if commission is not None:
self.set_commission(commission)
def handle_data(self, data):
# place an order for amount shares of sid
if self.incr < self.count: