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MAINT: For capital changes, support input of delta or target value

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For target changes, calculate the delta using the portfolio value
of the current minute
This commit is contained in:
Andrew Liang
2016-07-20 15:44:41 -04:00
parent 52cb0fc70a
commit f146d6d8c1
3 changed files with 23 additions and 10 deletions
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zipline/algorithm.py
+1 -1
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@@ -408,7 +408,7 @@ class TradingAlgorithm(object):
self.benchmark_sid = kwargs.pop('benchmark_sid', None)
# A dictionary of capital change values keyed by timestamp
# A dictionary of capital changes keyed by timestamp
self.capital_changes = kwargs.pop('capital_changes', {})
def init_engine(self, get_loader):