refactored so that slippage is implemented as pluggable classes.

This commit is contained in:
fawce
2012-09-13 21:22:01 -04:00
parent e6564317f0
commit 57a1834c5a
12 changed files with 192 additions and 362 deletions
+2 -3
View File
@@ -4,8 +4,7 @@ from collections import defaultdict
from zipline.test_algorithms import ExceptionAlgorithm, DivByZeroAlgorithm, \
InitializeTimeoutAlgorithm, TooMuchProcessingAlgorithm
from zipline.finance.trading import SIMULATION_STYLE
from zipline.core.devsimulator import AddressAllocator
from zipline.finance.slippage import FixedSlippage
from zipline.lines import SimulatedTrading
from zipline.gens.transform import StatefulTransform
from zipline.utils.timeout import TimeoutException
@@ -29,7 +28,7 @@ class ExceptionTestCase(TestCase):
def setUp(self):
self.zipline_test_config = {
'sid' : 133,
'simulation_style' : SIMULATION_STYLE.FIXED_SLIPPAGE
'slippage' : FixedSlippage()
}
setup_logger(self)