Richard Frank b4836b976e ENH: Restrict limit prices to a penny precision ...

to account for minimum price variation.

On an order to buy, between .05 below to .95 above a penny, use that penny.
On an order to sell, between .05 above to .95 below a penny, use that penny.

2013-09-23 16:12:17 -04:00

..

data

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

examples

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

finance

ENH: Restrict limit prices to a penny precision

2013-09-23 16:12:17 -04:00

gens

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

MAINT: Change shape of supplemental data to match batch data.

2013-09-16 11:51:22 -04:00

utils

ENH: Add support for asynchronous commission events.

2013-08-26 14:18:32 -04:00

__init__.py

REL: Add license to module init file.

2013-08-19 15:19:15 -04:00

algorithm.py

ENH: New order methods.

2013-08-08 15:54:59 -04:00

errors.py

BUG: TransactionVolumeExceedsOrder was referenced but not defined

2013-08-08 13:21:16 -04:00

protocol.py

ENH: Add support for asynchronous commission events.

2013-08-26 14:18:32 -04:00

test_algorithms.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

version.py

Adds Apache 2.0 license header to source files.

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