MAINT Increase default volume from 1000 to 1e9

For more discussion see https://github.com/quantopian/zipline/pull/485.

Basically, 1000 is just a number that was supposed to be high enough if no volume was available. It turns out that number is actually very low so now we are increasing it so that volume restrictions should no matter. 1e9 of shares ought to be enough for anybody ;).

Thanks to @jlowin for pointing that out.
This commit is contained in:
Thomas Wiecki
2015-02-12 16:42:52 +01:00
parent 3f5fd447d0
commit 439f404bed
+3 -1
View File
@@ -73,7 +73,9 @@ class DataFrameSource(DataSource):
'dt': dt,
'sid': sid,
'price': price,
'volume': 1000,
# Just chose something large
# if no volume available.
'volume': 1e9,
}
yield event