ENH: wrapping up asset min_trade_size for fractional coinsup to 1/100000000th of a coin

This commit is contained in:
Victor Grau Serrat
2017-09-14 15:22:51 -06:00
parent e5a137f205
commit c3897cfa5a
5 changed files with 8 additions and 3 deletions
+1
View File
@@ -24,6 +24,7 @@ class BasePricingBundle(BaseBundle):
('start_date', 'datetime64[ns]'),
('end_date', 'datetime64[ns]'),
('ac_date', 'datetime64[ns]'),
('min_trade_size', 'float'),
]
@lazyval
+2
View File
@@ -75,12 +75,14 @@ class PoloniexBundle(BaseCryptoPricingBundle):
start_date = sym_data.index[0]
end_date = sym_data.index[-1]
ac_date = end_date + pd.Timedelta(days=1)
min_trade_size = 0.00000001
return (
sym_md.symbol,
start_date,
end_date,
ac_date,
min_trade_size,
)
def fetch_raw_symbol_frame(self,