Jean BredecheandPaul Sutherland 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

..

assets

ENH: Add ContinuousFuture to lookup_generic

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

data

ENH: Allow DataPortal.get_spot_value to accept multiple assets

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

examples

DOC: Updated example notebook for latest zipline cell magic

2016-10-09 22:12:20 -04:00

finance

Rename _attrs_to_check to asdict

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

gens

ENH: can_trade should take restricted list into account

2016-09-29 10:11:14 -04:00

lib

MAINT: Apply linter recommendations to adjustments module.

2017-03-15 11:26:38 -04:00

pipeline

ENH: Adds StaticSids pipeline filter (#1717)

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

resources/security_lists/leveraged_etf_list/20020103

Revert "added DGZ to delete list" (#1481)

2016-09-13 14:45:12 -04:00

sources

MAINT: Use errors='coerce'.

2016-09-20 17:12:07 -04:00

testing

TST: Equity daily data test fixture was using wrong sids

2017-03-15 13:16:45 -04:00

utils

ENH: Adding CFE Adhoc Holidays

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

__init__.py

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

__main__.py

DOC: Fix typo in -k/--keep-last option description

2017-02-28 22:27:18 -05:00

_protocol.pyx

ENH: teach BarData about current session's minutes

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

_version.py

BLD: Adds versioneer

2015-11-11 18:47:51 -05:00

algorithm.py

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

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

api.py

MAINT: Rename restrictions.py to asset_restrictions.py

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

api.pyi

REL: Update stubs for 1.1.0 release

2017-03-10 17:19:57 -05:00

dispatch.py

BUG: Don't delete namespace if import fails.

2016-06-02 11:05:53 -07:00

errors.py

TST: Add tests for winsorize factor

2017-03-07 17:14:27 -05:00

protocol.py

MAINT: Add additional fields to __getitem__ for Order (#1483)

2016-09-13 15:49:16 -04:00

test_algorithms.py

MAINT: Some cleanup while working on batch ordering

2016-12-20 19:27:28 -05:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

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