Commit Graph
2 Commits
Author SHA1 Message Date
Richard Frank 599ff1ad8a MAINT: Ensure the sign of the result is positive 2013-09-23 16:12:17 -04:00
Richard Frank b4836b976e ENH: Restrict limit prices to a penny precision
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.
2013-09-23 16:12:17 -04:00