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DOC Add new options for order_percent to release-notes.
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@@ -62,3 +62,29 @@
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> - shorts count
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> - longs count
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* Allow order_percent to work with various market values (by Jeremiah Lowin)
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[PR477](https://github.com/quantopian/zipline/pull/477)
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> Currently, `order_percent()` and `order_target_percent()` both operate as a percentage of `self.portfolio.portfolio_value`. This PR lets them operate as percentages of other important MVs.
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> Also adds `context.get_market_value()`, which enables this functionality.
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> For example:
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> ```python
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> # this is how it works today (and this still works)
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> # put 50% of my portfolio in AAPL
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> order_percent('AAPL', 0.5)
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> # note that if this were a fully invested portfolio, it would become 150% levered.
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> # take half of my available cash and buy AAPL
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> order_percent('AAPL', 0.5, percent_of='cash')
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> # rebalance my short position, as a percentage of my current short book
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> order_target_percent('MSFT', 0.1, percent_of='shorts')
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> # rebalance within a custom group of stocks
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> tech_stocks = ('AAPL', 'MSFT', 'GOOGL')
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> tech_filter = lambda p: p.sid in tech_stocks
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> for stock in tech_stocks:
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> order_target_percent(stock, 1/3, percent_of_fn=tech_filter)
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> ```
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