Unit testing PnL calculation for frequent trading

warren-oneill / powerline

Extension to the zipline library for the German EPEX and EEX energy markets

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Unit testing PnL calculation for frequent trading #53

Open dhexus opened 8 years ago

dhexus commented 8 years ago

Write a unit test to check PnL calculation to test an algorithm/data source that trades several times (at least two times) a day. Go long, short and flat, use FlippingAlgorithm for instance. Test with instant_fill True and False.

warren-oneill commented 8 years ago

is that not already handled by https://github.com/quantopian/zipline/pull/803 ?