Commit graph

11 commits

Author SHA1 Message Date
vikram-narayan
d708817e44 MAINT: use ISO 10383 codes for exchanges 2018-10-01 12:45:27 -04:00
Andrew Daniels
1ca8d8b1ea TST: Update some overrides of make_equity_daily_bar_data to use sids arg 2018-09-22 20:52:55 -04:00
Andrew Daniels
adce6ff549 TST: Refactor make_equity_daily_bar_data to take sids and a country code
On the path of allowing for tests to easily set up data across multiple
countries.

Most of the existing overrides have just been updated to take the new
signature without any other changes. They'll be update to incorporate
the new parameters in a subsequent commit.
2018-09-22 20:52:55 -04:00
Scott Sanderson
98c618c7ea MAINT: Fix flake8. 2018-05-01 18:40:11 -04:00
Scott Sanderson
5d217aef1d BUG: Fix broken commissions test. 2018-05-01 18:40:11 -04:00
Scott Sanderson
3cc73e6a65 MAINT: Use WithMakeAlgo in test_commissions. 2018-05-01 18:40:11 -04:00
Paul Sutherland
6a20636fcf BUG per unit commissions should not be negative when shorting or selling (#1849)
* BUG per unit commissions should not be negative when shorting or selling

* BUG treat commission amounts as positive in Position object even if short position

* MAINT update example data for changes in short orders

* MAINT update example data for changes in short orders under python 3.5.2

* REV keep cost_basis consistent to what it already was

* STY removing unneeded line break

* TST add coverage for commissions' impact on cost_basis for shorts
2017-06-22 17:40:00 -04:00
David Michalowicz
43d1af0240 MAINT: Refactor commission model class hierarchies 2017-05-12 12:31:36 -04:00
dmichalowicz
dd21346eca API: Add slippage and commission models for futures 2017-04-25 17:29:41 -04:00
Jean Bredeche
b1248cb6d6 REF: Explicitly use Assets in Position, Order, Transaction
(Instead of `sid`, which were already usually assets)

Perf packets are unchanged and still emit `sid`: int
2017-04-24 15:41:13 -04:00
dmichalowicz
f6e1a95ca9 ENH: Preliminary support for Futures slippage and commission models 2017-04-10 14:37:20 -04:00
Renamed from tests/test_commissions.py (Browse further)