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ENH: wrapping up asset min_trade_size for fractional coinsup to 1/100000000th of a coin
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@@ -24,6 +24,7 @@ class BasePricingBundle(BaseBundle):
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('start_date', 'datetime64[ns]'),
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('end_date', 'datetime64[ns]'),
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('ac_date', 'datetime64[ns]'),
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('min_trade_size', 'float'),
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]
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@lazyval
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@@ -75,12 +75,14 @@ class PoloniexBundle(BaseCryptoPricingBundle):
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start_date = sym_data.index[0]
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end_date = sym_data.index[-1]
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ac_date = end_date + pd.Timedelta(days=1)
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min_trade_size = 0.00000001
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return (
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sym_md.symbol,
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start_date,
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end_date,
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ac_date,
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min_trade_size,
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)
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def fetch_raw_symbol_frame(self,
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