dmichalowicz a4464e7d20 MAINT: Various futures slippage model fixes and cleanup ...

- Handle history lookback error before start date
- Adjust default futures slippage volume limit
- Allow subclassing EquitySlippageModel and FutureSlippageModel together.

2017-05-09 11:47:55 -04:00

..

performance

BUG: use isinstance

2017-04-24 17:06:26 -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

API: Add slippage and commission models for futures

2017-04-25 17:29:41 -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

API: Don't require custom models to define allowed types

2017-04-25 18:44:31 -04:00

constants.py

API: Add slippage and commission models for futures

2017-04-25 17:29:41 -04:00

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

MAINT: PR feedback.

2017-04-24 15:41:23 -04:00

slippage.py

MAINT: Various futures slippage model fixes and cleanup

2017-05-09 11:47:55 -04:00

trading.py

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

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

transaction.py

MAINT: Add better repr for transactions

2017-04-28 11:13:40 -04:00