wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-10 12:00:15 +08:00
Code Issues Packages Projects Releases Wiki Activity

STY: Prepend order_ to all target methods.

Browse Source
This commit is contained in:
Thomas Wiecki
2013-11-25 11:28:27 -05:00
parent 571e07f89c
commit 9cb9831c08
2 changed files with 6 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/algorithm.py
+3 -3
View File
@@ -469,7 +469,7 @@ class TradingAlgorithm(object):
value = self.portfolio.portfolio_value * percent
return self.order_value(sid, value, limit_price, stop_price)
def target(self, sid, target, limit_price=None, stop_price=None):
def order_target(self, sid, target, limit_price=None, stop_price=None):
"""
Place an order to adjust a position to a target number of shares. If
the position doesn't already exist, this is equivalent to placing a new
@@ -484,7 +484,7 @@ class TradingAlgorithm(object):
else:
return self.order(sid, target, limit_price, stop_price)
def target_value(self, sid, target, limit_price=None, stop_price=None):
def order_target_value(self, sid, target, limit_price=None, stop_price=None):
"""
Place an order to adjust a position to a target value. If
the position doesn't already exist, this is equivalent to placing a new
@@ -501,7 +501,7 @@ class TradingAlgorithm(object):
else:
return self.order_value(sid, target, limit_price, stop_price)
def target_percent(self, sid, target, limit_price=None, stop_price=None):
def order_target_percent(self, sid, target, limit_price=None, stop_price=None):
"""
Place an order to adjust a position to a target percent of the
current portfolio value. If the position doesn't already exist, this is
zipline/test_algorithms.py
+3 -3
View File
@@ -283,7 +283,7 @@ class TestTargetAlgorithm(TradingAlgorithm):
assert self.portfolio.positions[0]['last_sale_price'] == \
data[0].price, "Orders not filled at current price."
self.target_shares = np.random.randint(1, 30)
self.target(0, self.target_shares)
self.order_target(0, self.target_shares)
class TestOrderPercentAlgorithm(TradingAlgorithm):
@@ -325,7 +325,7 @@ class TestTargetPercentAlgorithm(TradingAlgorithm):
assert self.portfolio.positions[0]['last_sale_price'] == \
data[0].price, "Orders not filled at current price."
self.sale_price = data[0].price
self.target_percent(0, .002)
self.order_target_percent(0, .002)
class TestTargetValueAlgorithm(TradingAlgorithm):
@@ -346,7 +346,7 @@ class TestTargetValueAlgorithm(TradingAlgorithm):
assert self.portfolio.positions[0]['last_sale_price'] == \
data[0].price, "Orders not filled at current price."
self.target_value(0, 20)
self.order_target_value(0, 20)
self.target_shares = np.round(20 / data[0].price)