Brian Fink 82d2ddfa90 BUG: Fix limit orders ...

Only fill limit order if impacted fill price is better than the limit price.
If a limit order is partially filled, only fill the remaining shares if the
impacted fill price is better than the limit price.

2015-04-16 17:09:14 -04:00

..

finance

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00

resources/saved_state_archive

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

risk

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

utils

STY: Flake8

2015-03-19 17:21:25 -04:00

__init__.py

Moved the test folder.

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

history_cases.py

STY: Flake8

2015-03-19 17:21:25 -04:00

serialization_cases.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_algorithm_gen.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_algorithm.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

test_assets.py

ENH: Adds Equity and Future classes as extensions of Asset class

2015-03-19 13:23:40 -04:00

test_batchtransform.py

ENH: Allows history to be dynamic and grow the container at runtime.

2014-11-03 15:57:44 -05:00

test_blotter.py

TST: Add tests for behavior of rejected/held orders.

2014-08-06 15:00:26 -04:00

test_cli.py

TST: Add tests for parse_args().

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

test_events_through_risk.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_examples.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_exception_handling.py

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

added test for initialization of max_date in TradingEnvironment and removed trading_day from max_date if statement.

2015-04-08 16:57:32 -04:00

test_history.py

TST/BUG: Remove incorrect time period from hardcoded date.

2015-03-19 10:15:05 -04:00

test_munge.py

PERF: History Perf Enhancements

2015-02-11 06:25:53 -05:00

test_perf_tracking.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_pickle_serialization.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

test_rolling_panel.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_security_list.py

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

test_serialization.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

test_sources.py

BUG: Filter nans in DataFrame and Panel sources.

2015-04-08 17:00:22 +02:00

test_tradesimulation.py

ENH: A TradingAlgorithm method called before each trading day

2014-09-03 18:07:51 -04:00

test_tradingcalendar.py

uncommenting out test_calendar_vs_environment

2015-04-08 16:57:01 -04:00

test_transforms_talib.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_transforms.py

ENH: Replaces the simple transforms with history calls. Switches

2014-11-17 13:16:30 -05:00

test_versioning.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00