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3 commits

Author SHA1 Message Date
Jacob Nazarenko
7e642c8e7e
BUG: Fix rounding error in StopOrder/LimitOrder (#2211)
Includes a reorganization of the `Asset` class, as well as the revision in the logic of rounding in the `StopOrder`, `LimitOrder`, and `StopLimitOrder` classes. Some fields such as `price_multiplier` and `tick_size` have been moved up to the `Asset` class, and are now shared by futures and equities. Finally, all rounding done in the order classes will be based on the `tick_size` of assets.
2018-07-12 15:38:47 -04:00
Scott Sanderson
accdb729f7 MAINT: Put back test for ordering in initialize. 2018-05-07 21:59:47 -04:00
Scott Sanderson
242bd2721a MAINT: Rework TestTransformAlgorithm.
- Move ordering tests to a new `test_ordering` suite.
- Drop `test_data_frequency_setting`.
2018-05-07 21:59:47 -04:00