The write_data methods invokes the relevant AssetDBWriter subclass
to write data to the database. update_asset_finder is no longer
a relevant method since the AssetFinder is strictly a reader class.
existing `limit_price` and `stop_price` parameters. The goal of this change is
to refactor the existing ordering API to provide a cleaner interface for
defining more complex order types.
Adds a new module, zipline.finance.execution, which defines the ExecutionStyle
abstract base class, along with concrete MarketOrder, LimitOrder, StopOrder,
and StopLimitOrder subclasses.
Adds a new `style` keyword argument to the function signature of the `order`
API method, which accepts an instance of ExecutionStyle.
The existing limit_price and stop_price parameters are still supported at this
time, but are converted into the new ExecutionStyle objects before being passed
to Blotter.order.
to account for minimum price variation.
On an order to buy, between .05 below to .95 above a penny, use that penny.
On an order to sell, between .05 above to .95 below a penny, use that penny.
Stewart Douglas