ENH: Add option of instantly filling orders.

2026-07-20 12:20:29 +08:00 · 2013-10-01 20:30:01 -04:00
parent 31b85239f3
commit 65637b9430
4 changed files with 49 additions and 6 deletions
@@ -22,6 +22,7 @@ import zipline.utils.factory as factory
 from zipline.test_algorithms import (TestRegisterTransformAlgorithm,
                                     RecordAlgorithm,
                                     TestOrderAlgorithm,
+                                     TestOrderInstantAlgorithm,
                                     TestOrderValueAlgorithm,
                                     TestTargetAlgorithm,
                                     TestOrderPercentAlgorithm,
@@ -186,3 +187,10 @@ class TestTransformAlgorithm(TestCase):
                data_frequency='daily'
            )
            algo.run(self.df)
+
+    def test_order_instant(self):
+        algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
+                                         data_frequency='daily',
+                                         instant_fill=True)
+
+        algo.run(self.df)