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4 Commits
Author SHA1 Message Date
Thomas Wiecki 8d09305c36 BUG: Fix constant of trading hours to be 6.5. Fixes #214. 2014-07-02 11:26:35 +02:00
Eddie Hebert b7b4d397ba BUG: Revert "Merge ability to specify timing of fills." 
This reverts commit e3a9ca27b1, reversing
changes made to 3d8bdeb429.

Conflicts:
	zipline/gens/tradesimulation.py

The aforementioned change needs a revert because it caused a 'doubling'
of orders, since the portfolio is not updated until after handle_data
is called a second time after an order has been processed.

The flexibility of fill_delay is still desired, but remove for now,
favoring reverting back to existing behavior over trying ot fix the
fill_delay logic.
 2013-07-15 10:47:55 -04:00
Thomas WieckiandEddie Hebert 5a58ade0fc ENH: Add flag fill_delay kwarg to TradingAlgorithm. 2013-07-09 11:38:09 -04:00
Thomas Wiecki fccc5e8006 ENH: Added constants.py which contains financial constants. 2012-12-30 12:02:38 -05:00