Scott Sanderson 49eaeeb6ae BUG: Apply integer truncation to order amounts earlier in the pipeline. ...

Truncate non-integer order amounts in `TradingAlgorithm.order` instead of
`Blotter.order`.  This fixes an issue where non-integer orders coming out of
order_value can spuriously trigger a `LongOnly` trading guard.

Example:

sid.price == 2.0
order_value(sid, 5) -> order(sid, 2.5) -> truncated to order(sid, 2.0)
order_value(sid, -5) -> order(sid, -2.5) -> LongOnlyViolation b/c 2.0 - 2.5 < 0

2014-06-09 11:42:43 -04:00

..

performance

PERF/BUG: Make the portfolio property call updated_portfolio.

2014-05-27 11:20:13 -04:00

risk

MAINT: Remove unneeded parameter to cumulative.calculate_alpha

2014-04-17 11:19:45 -04:00

__init__.py

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

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

blotter.py

BUG: Apply integer truncation to order amounts earlier in the pipeline.

2014-06-09 11:42:43 -04:00

commission.py

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

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

constants.py

BUG: Revert "Merge ability to specify timing of fills."

2013-07-15 10:47:55 -04:00

controls.py

ENH: Add trading controls to zipline API.

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

execution.py

ENH: Add the ability to specify an exchange on an ExecutionStyle.

2014-04-29 17:35:12 -04:00

slippage.py

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

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

trading.py

ENH: Enhancements to TradingEnvironment.

2014-06-05 15:25:48 -04:00