Commit Graph
10 Commits
Author SHA1 Message Date
Eddie Hebert 4860a966b3 REL: Update copyright year on all files changed since the new year. 2014-03-07 22:31:41 -05:00
Colin Alexander 011ed09dc2 ENH: Extended commission PerShare method to allow a minimum cost per trade.
Also added unit tests (test_perf_tracking.TestCommissionEvents) to test
all commission models.
2014-02-25 14:37:08 -05:00
stanh 1f1be35734 ENH: Added commission model PerDollar
Commissions will be calculated based on total dollar traded.
2013-11-15 11:49:58 -05:00
Eddie Hebert 4b7afb43d2 MAINT: Change repr's so that they are both human and machine readable.
For printability in the repr when debugging algo config and state,
change the repr of TradingAlgorithm and the objects it contains
so that the more closely adhere to the repr interface of being
able to recreate an object instance.
2013-05-04 22:26:28 -04:00
Eddie Hebert 23ff65ad32 MAINT: Convert per share cost to float during init.
The cost value should always be a float.
The per share calculation shouldn't be changed dramatically by being
a float, (except for potential rounding errors), but change to so
that PerShare and PerTrade are aligned.
 # Please enter the commit message for your changes. Lines starting
2013-04-09 12:04:08 -04:00
Eddie Hebert da9d599afd BUG: Fix floored results in trade commission calculations.
When the cost basis was set to an integer the division in the
calculation would floor down to the nearest integer.
Ensuring that the number is a float during PerTrade's init
will ensure that the calculation doesn't use integer division.

Do the conversion to float in init rather than calculate, so that
calling the builtin `float` is not added to any inner loops.
2013-04-09 11:44:16 -04:00
Eddie Hebert bbf2317c57 Saving point for adding license files. 2012-10-08 17:32:40 -04:00
Eddie Hebert 77af1ca632 Applies PEP-8 and pyflakes style to tests and zipline.
Mostly whitespace, line width and other spacing changes.
Also, removes use of deprecated has_key in favor of `in`

Going forward new patches should pass running `flake8` before
submission.
2012-10-05 12:14:09 -04:00
fawce 7a8697f0e5 updated based on PR feedback. 2012-09-30 22:12:00 -04:00
fawce 1caefbff43 tests are passing for independent commission model 2012-09-28 23:12:41 -04:00