quantopian / zipline

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master: 88%

LAST BUILD ON BRANCH limit-slippage

branch: limit-slippage

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• limit-slippage
• master
• refactor_sim_factory
• 1m_history_bugfix
• history_support_daily_input
• fix_history_columnar_assignment
• record-dynamic-naming
• tutorial3
• Order-In-Init-Error
• verbose-invalid-transform
• verbose-order-init-error
• fix_dividend_boundary_conditions
• refactor_algo_simulator
• dividend_table
• portfolio-init-error
• moved-perf-tracker-assignment
• fix_3317
• v0.7.0
• v0.7.0rc1
• fixed-zero-last-sale-price
• remove_unused_algorithm_methods
• broker_order_statuses
• talib_optional
• log-history-update-failure
• welcome-to-the-family
• q-or-zipline
• exception-on-nan-order-value
• before_trading_start
• event-contains-uses-hasattr
• context.account
• event-manager-rework
• event-rule-additions
• history-cleanup
• history-cleanup-rebase
• history-cleanup-rebase-maint
• remove_deprecated_method
• event-manager-fixes
• schedule_check
• splits_fixes
• schedule-function-runtime-errors
• optimize_history_update
• pandas15
• not-so-simple-transforms
• get_datetime_tz_kwarg
• docs
• schedule-function-offsets
• daily-mode-schedule-function
• serialization
• actually-simple-transforms
• dynamic-history-length-missing-dts
• dynamic-history-still-not-right
• open-orders-bug
• off-by-one
• the-schedule-function-journey-will-never-end
• pandas_update
• daily-container-contruction
• daily_returns
• use_astimezone
• bug_5089
• remove-old-serialization-code
• risk-metrics-float-cast
• param_set
• end-of-year-rule
• pr/416
• fix_api
• net_liquidation_bug
• skip_nans
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• docs_mknotes
• expand_perf_packet
• get-trading-minutes
• dale_perf
• remove-overnight-minutes
• add_risk_to_datapanel
• dnt_list
• update-last-sale-pos-speedup
• fastseries
• fix-zipline-magic
• just-fastseries
• cleanup_fastseries
• dnt_list2
• history_perf_rebased
• history_perf_rebased_2
• cache-event-processors
• v0.8.0rc1
• dont-copy-that-floppy
• blotter_open_orders_2
• perf_tracker_rebase
• perf_tracker_backports_rebase
• bump_to_pandas_15
• factor-out-position-calc-creation
• move-serialization-methods-into-zipline
• blotter_perf_rebase
• more-detail-on-missing-benchmark-return
• siddata_max_bars_rebase
• dnt-knowledge-date-move
• add-security-class
• pypi_update
• check-travis-pip-install
• position_tracker_refactor_post_serialization_rebase
• test-travis-python-3
• remove-conda-install-of-nose
• rename-security-to-asset
• widebar_origin
• pandas-16-upgrade
• futures-trading
• widebar_origin_2
• remove-more-transform
• downgrade_logbook
• force-nose-install
• travis-build-fix-and-reduction-of-number-of-jobs
• max-leverage
• pandas_index_union_fix
• calendar-clean
• remove-unused-returns
• use-loggers
• new_tweak_warnings_module
• cache-treasury-curves-as-dataframe
• orders-by-modified-leak
• use-memory-views-for-risk-calc
• remove-dependency-on-intraday-risk-metrics
• pass-arrays-directly-to-risk-calcs
• do_not_modify_security_lists_directory
• minor_zipline_path_fix
• remove-event-count
• dividend-adjusted-price
• add-max-drawdown-duration
• remove-repetitive-type-checking
• order-target-update
• unroll-process-event
• position-dict-no-longer-uses-missing
• stop-record-changing-results
• group-events
• remove-bar-count-source
• 579
• unhashable-field
• use-tolerant-equals-for-order-target-percent
• call-algo-initialize-after-init
• use-filename-as-symbol
• add-security-fields
• remove-position-proxy
• root-symbol
• consume-metadata-error-text
• ordered_pip_args
• remove-identifier-caching
• cleanup-asset-tests
• dividend-pay-time
• futures-lookup-revisions
• futures-knowledge-date
• avoid-dt-index-on-risk-update
• futures-api
• remove-noopy-asset-finder-test
• fix-get-datetime
• add-multiplesymbols-extras
• add-multiplesymbols-extra
• use-symbol-lookup-in-algo
• remove-extra-metadata-pass
• prevent-duplicate-dividends
• use-notice-date
• upgrade_nose_parameterized
• asset-finder-backed-by-db
• asset-finder-backed-by-db-2
• remove-string-is-checks
• improve-risk-update-speed
• static-symbol-lookup
• fixes-for-asset-finder-integration
• asset-db-writer
• ffc-api-rebase
• dividend-payout-timing
• remove-unused-property
• asset-db-writer-legacy
• futures-auto-close
• ffc-fixes
• lookup-future-chain-nat
• more-ffc-fixes
• sane-setup
• no-more-threadbound
• loader_fixes
• futures-auto-close-timing
• clarify-assets-test
• asset-db-writer-update
• setup_py_improvements
• visualize-ffc
• update-statsmodels-and-requirements-files
• fix-minute-bar-siblings
• lazy-mainline
• travis-pip-cache
• q1-release
• exchange-calendars-v2
• rotate-anaconda-token
• conda-root-version
• win10-setuptools
• volumeshare_fp_error
• conda-updates
• pandas_upgrade
• and-osx
• pip-compiled

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.