stefan-jansen / zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library
https://zipline.ml4trading.io
Apache License 2.0
1.13k stars 210 forks source link

execute order at next bar‘s open price #235

Closed quant2008 closed 1 week ago

quant2008 commented 9 months ago

Hello, this post shows how to Add slippage models to execute order at next bar's open price. I wonder if this solution is correct and if it is implemented in zipline-reloaded?

gnzsnz commented 5 months ago

i'm interested in the possibility of having orders at open price

stefan-jansen commented 1 week ago

Appears to be duplicate of #132; PRs are always welcome.