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Ran 28 Mar 2017 01:03AM UTC

Files 170

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Committed 28 Mar 2017 12:44AM UTC coverage: 87.114% (+0.001%) from 87.113%

Job # NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1

Build Type

push

travis-ci

Committed by

prsutherland

Commit Message

ENH: Allow override of order amount rounding. (#1722)

* ENH: Use regular rounding to calculate order amounts.

We previously tried to prevent accidental over-ordering by truncating
orders down unless they were within 1e-4 of the next higher integer.
Unfortunately, this makes it easy for a sell order to be one share short
of the desired position.

Using regular rounding treats both buys and sells in the same way.

* ENH keep non-rounding behavior consistent, but leave code structured to make easier to override

* DOC make round_order public and describe behavior in docstring

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12879 of 14784 relevant lines covered (87.11%)

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quantopian / zipline / 8296 / 2
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master: 88%

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quantopian / zipline / 8296 / 2 88% master: 88%

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Rst

Source Files on job 8296.2 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1)

quantopian / zipline / 8296 / 2
88%
master: 88%

README BADGES
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