Scott Sanderson 5373b6797c ENH: Treat stop and limit prices differently when rounding. ...

Stop and limit prices both trigger when a price crosses some threshold, but
they trigger in "opposite directions".  For example, on a buy, a limit price is
triggered when a price falls below a specified value, whereas a stop price
triggers when the price exceeds a specified value.

Our current stop/limit price rounding logic is asymmetric, preferring to "round
to improve" the specified price.  This change makes it so that we interpret
"improvement" in opposite directions for stop vs limit prices.

2014-04-25 12:02:23 -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

MAINT: Add tests for UnsupportedOrderParameters.

2014-04-22 23:22:21 -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_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