BUG: Apply integer truncation to order amounts earlier in the pipeline.

Truncate non-integer order amounts in `TradingAlgorithm.order` instead of
`Blotter.order`.  This fixes an issue where non-integer orders coming out of
order_value can spuriously trigger a `LongOnly` trading guard.

Example:

sid.price == 2.0
order_value(sid, 5) -> order(sid, 2.5) -> truncated to order(sid, 2.0)
order_value(sid, -5) -> order(sid, -2.5) -> LongOnlyViolation b/c 2.0 - 2.5 < 0

zipline/algorithm.py

@@ -499,6 +499,22 @@ class TradingAlgorithm(object):
         """
         Place an order using the specified parameters.
         """
+
+        def round_if_near_integer(a, epsilon=1e-4):
+            """
+            Round a to the nearest integer if that integer is within an epsilon
+            of a.
+            """
+            if abs(a - round(a)) <= epsilon:
+                return round(a)
+            else:
+                return a
+
+        # Truncate to the integer share count that's either within .0001 of
+        # amount or closer to zero.
+        # E.g. 3.9999 -> 4.0; 5.5 -> 5.0; -5.5 -> -5.0
+        amount = int(round_if_near_integer(amount))
+
         # Raises a ZiplineError if invalid parameters are detected.
         self.validate_order_params(sid,
                                    amount,

zipline/finance/blotter.py

@@ -88,18 +88,6 @@ class Blotter(object):
         Stop order:      order(sid, amount, StopOrder(price))
         StopLimit order: order(sid, amount, StopLimitOrder(price))
         """
-        # This fixes a bug that if amount is e.g. -27.99999 due to
-        # floating point madness we actually want to treat it as -28.
-        def almost_equal_to(a, eps=1e-4):
-            if abs(a - round(a)) <= eps:
-                return round(a)
-            else:
-                return a
-
-        # Fractional shares are not supported.
-        amount = int(almost_equal_to(amount))
-
-        # just validates amount and passes rest on to TransactionSimulator
         if amount == 0:
             # Don't bother placing orders for 0 shares.
             return