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

..

performance

BUG: Position cost basis was calculated incorrectly for Futures

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

risk

MAINT: Use arange instead of rolling_count.

2016-09-20 16:24:55 -04:00

__init__.py

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

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

asset_restrictions.py

BUG: Restrictions passed into HistoricalRestrictions not sorted correctly

2016-10-05 14:09:26 -04:00

blotter.py

REF: Explicitly use Assets in Position, Order, Transaction

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

cancel_policy.py

ENH: Clock now fires a BEFORE_TRADING_START_BAR event.

2016-08-02 23:12:07 -04:00

commission.py

ENH: Preliminary support for Futures slippage and commission models

2017-04-10 14:37:20 -04:00

constants.py

BUG: Fix constant of trading hours to be 6.5. Fixes #214.

2014-07-02 11:26:35 +02:00

controls.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

execution.py

ENH: Rewrite of Zipline to use lazy access pattern

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

order.py

REF: Explicitly use Assets in Position, Order, Transaction

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

slippage.py

ENH: Preliminary support for Futures slippage and commission models

2017-04-10 14:37:20 -04:00

trading.py

MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677)

2017-02-17 09:04:50 -05:00

transaction.py

REF: Explicitly use Assets in Position, Order, Transaction

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