Scott Sanderson 119a1a4cda ENH: Update ordering API to support new ExecutionStyle class in favor of ...

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.

2014-04-22 23:22:21 -04:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

DOC: Update link to latest risk answer key.

2014-04-15 16:17:39 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

test_algorithm.py

MAINT: Adding tests for Blotter handling of limit and stop orders.

2014-04-21 16:34:59 -04:00

test_batchtransform.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

test_blotter.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

MAINT: Make exception handling tests compatible between Python 2 and 3

2014-01-07 11:57:49 -05:00

test_execution_styles.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

test_finance.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

test_history.py

ENH: Adapt history() to work on zipline.

2014-04-10 15:59:26 -04:00

test_perf_tracking.py

STY: More pep8 fixes.

2014-04-10 13:01:44 -04:00

test_sources.py

ENH: Add OHLC to simulated data source

2014-04-10 08:55:29 -04:00

test_tradesimulation.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

2014-03-27 23:05:52 -04:00

test_transforms.py

MAINT: Change variable name in test transforms comprehension.

2014-03-27 22:38:57 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00