Commit Graph
19 Commits
Author SHA1 Message Date
Richard Frank c9b5979f45 BUG: Fixed repr of PerShare
Format string didn't match keyword arg
2016-06-08 10:41:24 -04:00
Scott Sanderson 24f30803bd REL: 1.0.1.
Update docs, whatsnew, and stub files for the release.
2016-05-27 16:41:47 -04:00
Jean Bredeche 39bf1dbd7b DEV: Re-implement commission models to return correct results in the case of multiple fills. 2016-05-23 21:19:06 -04:00
Joe Jevnik d888c4faaa DOC: update docs for api functions 2016-05-06 15:25:30 -04:00
Eddie HebertandJean Bredeche 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
2016-04-04 16:12:58 -04:00
Delaney Granizo-Mackenzie f6f69e9106 MAINT: Updated iteritems for python3 compatibility 2015-03-05 14:05:24 -05:00
Delaney Granizo-Mackenzie 8b3fce94a3 MAINT: Refactored serialization parent class out.
Previously the class SerializeableZiplineObject was used to
house basic __setstate__ and __getstate__ methods. It wasn't
really doing much that was helpful, so it is now gone.
2015-03-04 14:17:13 -05:00
Delaney Granizo-Mackenzie c6596e2ee2 ENH: Added versioning logic to objects.
In order to be able to load from saved state generated by old
code, we need to have a notion of the version of the saved state.
2015-03-04 14:17:12 -05:00
Delaney Granizo-Mackenzie 64eed84bff MAINT: Added pickle protocol methods into zipline.
Added pickle support to many zipline methods. This will enable
them to be serialized.
2015-03-04 14:17:12 -05:00
Eddie Hebert 4860a966b3 REL: Update copyright year on all files changed since the new year. 2014-03-07 22:31:41 -05:00
Colin AlexanderandEddie Hebert 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
stanhandThomas Wiecki 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