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https://github.com/wassname/catalyst.git
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Eddie Hebert
b7b4d397ba
This reverts commite3a9ca27b1, reversing changes made to3d8bdeb429. Conflicts: zipline/gens/tradesimulation.py The aforementioned change needs a revert because it caused a 'doubling' of orders, since the portfolio is not updated until after handle_data is called a second time after an order has been processed. The flexibility of fill_delay is still desired, but remove for now, favoring reverting back to existing behavior over trying ot fix the fill_delay logic.
24 lines
872 B
Python
24 lines
872 B
Python
#
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# Copyright 2012 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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TRADING_DAYS_IN_YEAR = 250
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TRADING_HOURS_IN_DAY = 6
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MINUTES_IN_HOUR = 60
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ANNUALIZER = {'daily': TRADING_DAYS_IN_YEAR,
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'hourly': TRADING_DAYS_IN_YEAR * TRADING_HOURS_IN_DAY,
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'minute': TRADING_DAYS_IN_YEAR * TRADING_HOURS_IN_DAY *
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MINUTES_IN_HOUR}
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