wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-13 12:00:16 +08:00
Code Issues Packages Projects Releases Wiki Activity

BUG: don't allow ordering in before_trading_start

Browse Source
This commit is contained in:
Jean Bredeche
2016-04-26 10:56:36 -04:00
parent b7765fe0d3
commit c404c60d68
4 changed files with 75 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/algorithm.py
+9 -2
View File
@@ -51,7 +51,8 @@ from zipline.errors import (
UnsupportedDatetimeFormat,
UnsupportedOrderParameters,
UnsupportedSlippageModel,
CannotOrderDelistedAsset, UnsupportedCancelPolicy, SetCancelPolicyPostInit)
CannotOrderDelistedAsset, UnsupportedCancelPolicy, SetCancelPolicyPostInit,
OrderInBeforeTradingStart)
from zipline.finance.trading import TradingEnvironment
from zipline.finance.blotter import Blotter
from zipline.finance.commission import PerShare, PerTrade, PerDollar
@@ -87,7 +88,7 @@ from zipline.utils.api_support import (
require_initialized,
require_not_initialized,
ZiplineAPI,
)
disallowed_in_before_trading_start)
from zipline.utils.input_validation import ensure_upper_case
from zipline.utils.cache import CachedObject, Expired
import zipline.utils.events
@@ -968,6 +969,7 @@ class TradingAlgorithm(object):
return True
@api_method
@disallowed_in_before_trading_start(OrderInBeforeTradingStart())
def order(self, asset, amount,
limit_price=None,
stop_price=None,
@@ -1055,6 +1057,7 @@ class TradingAlgorithm(object):
return MarketOrder()
@api_method
@disallowed_in_before_trading_start(OrderInBeforeTradingStart())
def order_value(self, asset, value,
limit_price=None, stop_price=None, style=None):
"""
@@ -1205,6 +1208,7 @@ class TradingAlgorithm(object):
self.sim_params.data_frequency = value
@api_method
@disallowed_in_before_trading_start(OrderInBeforeTradingStart())
def order_percent(self, asset, percent,
limit_price=None, stop_price=None, style=None):
"""
@@ -1223,6 +1227,7 @@ class TradingAlgorithm(object):
style=style)
@api_method
@disallowed_in_before_trading_start(OrderInBeforeTradingStart())
def order_target(self, asset, target,
limit_price=None, stop_price=None, style=None):
"""
@@ -1249,6 +1254,7 @@ class TradingAlgorithm(object):
style=style)
@api_method
@disallowed_in_before_trading_start(OrderInBeforeTradingStart())
def order_target_value(self, asset, target,
limit_price=None, stop_price=None, style=None):
"""
@@ -1270,6 +1276,7 @@ class TradingAlgorithm(object):
style=style)
@api_method
@disallowed_in_before_trading_start(OrderInBeforeTradingStart())
def order_target_percent(self, asset, target,
limit_price=None, stop_price=None, style=None):
"""