Jean Bredeche 1f8e194e09 BUG: Position cost basis was calculated incorrectly for Futures ...

For futures, we need to divide the position’s commission by the
contract size to get a per-unit commission in order to properly update
the position’s cost basis.

2017-04-24 15:41:20 -04:00

..

assets

BUG: Ordered contracts could end prematurely

2017-04-21 15:52:21 -04:00

data

PERF: Optimize session close lookups in resample bar reader (#1749)

2017-04-11 16:35:04 -04:00

examples

DOC: Updated example notebook for latest zipline cell magic

2016-10-09 22:12:20 -04:00

finance

BUG: Position cost basis was calculated incorrectly for Futures

2017-04-24 15:41:20 -04:00

gens

ENH: can_trade should take restricted list into account

2016-09-29 10:11:14 -04:00

lib

MAINT: Apply linter recommendations to adjustments module.

2017-03-15 11:26:38 -04:00

pipeline

BUG: address pandas normalization bug on non-sorted DT index

2017-04-04 17:00:32 -04:00

resources

TST: Make TradingEnvironment resources static

2017-04-04 10:58:45 -04:00

sources

MAINT: Use errors='coerce'.

2016-09-20 17:12:07 -04:00

testing

TST: New fixture for constant futures data

2017-04-24 14:15:26 -04:00

utils

REF: Explicitly use Assets in Position, Order, Transaction

2017-04-24 15:41:13 -04:00

__init__.py

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

__main__.py

DOC: Fix typo in -k/--keep-last option description

2017-02-28 22:27:18 -05:00

_protocol.pyx

MAINT: Guarantee bool dtype for can_trade.

2017-04-04 17:26:38 -04:00

_version.py

BLD: Adds versioneer

2015-11-11 18:47:51 -05:00

algorithm.py

API: Add factory for calendars

2017-04-24 09:37:32 -04:00

api.py

API: Add factory for calendars

2017-04-24 09:37:32 -04:00

api.pyi

API: Make certain continuous future arguments optional

2017-04-07 14:02:36 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

2016-06-02 11:05:53 -07:00

errors.py

API: Add factory for calendars

2017-04-24 09:37:32 -04:00

protocol.py

REF: Explicitly use Assets in Position, Order, Transaction

2017-04-24 15:41:13 -04:00

test_algorithms.py

MAINT: Some cleanup while working on batch ordering

2016-12-20 19:27:28 -05:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00