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updated based on PR feedback.

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This commit is contained in:
fawce
2012-09-30 22:12:00 -04:00
parent ebde40ab05
commit 7a8697f0e5
8 changed files with 80 additions and 47 deletions
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zipline/algorithm.py
+3 -3
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@@ -5,7 +5,7 @@ from zipline.gens.tradegens import DataFrameSource
from zipline.utils.factory import create_trading_environment
from zipline.gens.transform import StatefulTransform
from zipline.lines import SimulatedTrading
from zipline.finance.slippage import FixedSlippage, simulate_method_factory
from zipline.finance.slippage import FixedSlippage, transact_partial
from zipline.finance.commission import PerShare
@@ -75,7 +75,7 @@ class TradingAlgorithm(object):
transforms,
self,
environment,
simulate_method_factory(FixedSlippage(), PerShare(0.0))
transact_partial(FixedSlippage(), PerShare(0.0))
)
def run(self, source, start=None, end=None):
@@ -180,5 +180,5 @@ class TradingAlgorithm(object):
def initialize(self, *args, **kwargs):
pass
def set_simulate_override(self, slippage_callable):
def set_transact_setter(self, transact_setter):
pass