Jean Bredeche 6cf81a3f1c ENH: Allow override of order amount rounding. (#1722) ...

* ENH: Use regular rounding to calculate order amounts.

We previously tried to prevent accidental over-ordering by truncating
orders down unless they were within 1e-4 of the next higher integer.
Unfortunately, this makes it easy for a sell order to be one share short
of the desired position.

Using regular rounding treats both buys and sells in the same way.

* ENH keep non-rounding behavior consistent, but leave code structured to make easier to override

* DOC make round_order public and describe behavior in docstring

2017-03-27 20:44:12 -04:00

..

calendars

STY: Add newline

2017-03-27 09:59:08 -04:00

data

BUG: Fix end session metadata for minute bar writer.

2017-01-22 15:14:05 -05:00

events

BUG: Remove set_trace and add test coverage.

2016-09-20 17:46:27 -04:00

finance

Rename _attrs_to_check to asdict

2017-02-23 11:32:04 -05:00

history

ENH: Rewrite of Zipline to use lazy access pattern

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

pipeline

ENH: Adds StaticSids pipeline filter (#1717)

2017-03-22 14:28:54 -04:00

resources

ENH: Adding CFE Adhoc Holidays

2017-03-26 15:54:14 -07:00

risk

TST: Update to empyrical, increase test coverage

2016-08-23 13:49:43 -04:00

utils

STY: Use def statements instead of lambda assignment. (#1639)

2017-01-06 13:39:07 -05:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm.py

ENH: Allow override of order amount rounding. (#1722)

2017-03-27 20:44:12 -04:00

test_api_shim.py

TEST: Modify tests for extra BarData parameter

2016-09-29 10:11:15 -04:00

test_assets.py

ENH: Add ContinuousFuture to lookup_generic

2017-03-25 09:04:17 -04:00

test_bar_data.py

ENH: teach BarData about current session's minutes

2017-03-15 13:40:33 -04:00

test_benchmark.py

TST: Make room for multiple calendars in tests.

2016-08-05 12:17:27 -04:00

test_blotter.py

ENH: Renamed to batch_order and added batch_order_target_percent

2016-12-20 11:58:05 -05:00

test_clock.py

MAINT: PR cleanup

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

test_commissions.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

test_continuous_futures.py

ENH: Better error message for non-existent root symbol

2017-03-16 11:18:17 -04:00

test_data_portal.py

ENH: Allow DataPortal.get_spot_value to accept multiple assets

2017-03-25 09:02:10 -04:00

test_examples.py

MAINT: Break reference cycle between algorithm and simulator

2016-06-03 11:24:43 -07:00

test_exception_handling.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_execution_styles.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_fetcher.py

MAINT: Update fetcher for pandas 0.18.

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

test_finance.py

MAINT: Rename restrictions.py to asset_restrictions.py

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

test_history.py

ENH: Allow arbitrary history queries.

2016-11-07 16:40:51 -05:00

test_labelarray.py

BUG: fix label array code dtype condense

2017-03-08 20:54:57 -05:00

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

test_panel_bar_reader.py

MAINT: Standardize reader get value methods.

2016-08-24 12:46:36 -04:00

test_perf_tracking.py

BUG: Multipliers were not removed when closing a position

2017-01-25 17:23:09 -05:00

test_restrictions.py

STY: Use def statements instead of lambda assignment. (#1639)

2017-01-06 13:39:07 -05:00

test_security_list.py

MAINT: Deprecate set_do_not_order_list

2016-09-30 16:35:23 -04:00

test_testing.py

TST: Adds TestingSlippage slippage model (#1679)

2017-02-09 08:56:15 -05:00

test_tradesimulation.py

MAINT: Rename restrictions.py to asset_restrictions.py

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