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BUG: Some futures prices need more precision when rounding

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dmichalowicz
2017-05-24 08:18:52 -04:00
committed by David Michalowicz
parent 8579ce7b1a
commit c9351d4c18
7 changed files with 197 additions and 27 deletions
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tests/utils/test_math_utils.py
+13
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from unittest import TestCase
from zipline.utils.math_utils import number_of_decimal_places
class MathUtilsTestCase(TestCase):
def test_number_of_decimal_places(self):
self.assertEqual(number_of_decimal_places(1), 0)
self.assertEqual(number_of_decimal_places(3.14), 2)
self.assertEqual(number_of_decimal_places('3.14'), 2)
self.assertEqual(number_of_decimal_places(-3.14), 2)