Scott Sanderson 644486e6da ENH: Add trading controls to zipline API. ...

Adds four new methods to the Zipline API that can be used as circuit-breakers
to interrupt the execution of an algorithm.  The API methods are:

`set_max_position_size`
`set_max_order_size`
`set_max_order_count`
`set_long_only`

Internally, these methods are implemented by each registering a TradingControl
callback object with the TradingAlgorithm.  During
TradingAlgorithm.__validate_order_params (and thus before any side-effects of
the order call occur), each callback's `validate` method is called with
information about the order to be placed and the algorithm's current state,
raising an exception if the callback detects that an error condition has been breached.

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

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

DOC: Update link to latest risk answer key.

2014-04-15 16:17:39 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

test_algorithm.py

ENH: Add trading controls to zipline API.

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

test_batchtransform.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

test_blotter.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

test_cli.py

TST: Add tests for parse_args().

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

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

MAINT: Make exception handling tests compatible between Python 2 and 3

2014-01-07 11:57:49 -05:00

test_execution_styles.py

ENH: Treat stop and limit prices differently when rounding.

2014-04-25 12:02:23 -04:00

test_finance.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

test_history.py

ENH: Adapt history() to work on zipline.

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

test_perf_tracking.py

ENH: Allow for stock dividends, and in particular, Google's

2014-04-24 14:00:39 -04:00

test_sources.py

ENH: Add OHLC to simulated data source

2014-04-10 08:55:29 -04:00

test_tradesimulation.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

2014-03-27 23:05:52 -04:00

test_transforms.py

MAINT: Change variable name in test transforms comprehension.

2014-03-27 22:38:57 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00