Scott Sanderson 49eaeeb6ae BUG: Apply integer truncation to order amounts earlier in the pipeline. ...

Truncate non-integer order amounts in `TradingAlgorithm.order` instead of
`Blotter.order`.  This fixes an issue where non-integer orders coming out of
order_value can spuriously trigger a `LongOnly` trading guard.

Example:

sid.price == 2.0
order_value(sid, 5) -> order(sid, 2.5) -> truncated to order(sid, 2.0)
order_value(sid, -5) -> order(sid, -2.5) -> LongOnlyViolation b/c 2.0 - 2.5 < 0

2014-06-09 11:42:43 -04:00

..

data

STY: pep8 fixes.

2014-04-10 10:57:12 -04:00

examples

ENH: Add IPython cell magic.

2014-05-07 15:34:41 -04:00

finance

BUG: Apply integer truncation to order amounts earlier in the pipeline.

2014-06-09 11:42:43 -04:00

gens

BUG: security is no longer an int.

2014-04-25 18:29:49 -04:00

history

ENH/TEST: Enable '1m' history and add tests for the frequency.

2014-06-05 15:25:49 -04:00

sources

ENH: Adapt history() to work on zipline.

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

transforms

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

utils

BUG: Remove output arg before calling run_pipeline

2014-06-09 17:17:37 +02:00

__init__.py

ENH: Add IPython cell magic.

2014-05-07 15:34:41 -04:00

algorithm.py

BUG: Apply integer truncation to order amounts earlier in the pipeline.

2014-06-09 11:42:43 -04:00

api.py

Add symbol to __all__

2014-03-26 17:52:35 +09:00

errors.py

DOC: More generic PostInit error messages.

2014-05-20 14:52:34 -04:00

protocol.py

ENH/TEST: Enable '1m' history and add tests for the frequency.

2014-06-05 15:25:49 -04:00

test_algorithms.py

ENH: Add trading controls to zipline API.

2014-05-12 17:51:09 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00