Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

osMaxPos rounding to digit parameter #42

Merged
merged 1 commit into from
Jul 9, 2016
Merged

Conversation

Bosma
Copy link

@Bosma Bosma commented Jul 8, 2016

osMaxPos() always rounds position sizes to 0. Other functions will
allow a digits argument to control rounding (rulePctEquity). Added
digits argument defaulting to 0.

man/osMaxPos.Rd:
Updated documentation for new digits parameter.

osMaxPos() always rounds position sizes to 0. Other functions will
allow a digits argument to control rounding (rulePctEquity). Added
digits argument defaulting to 0.

man/osMaxPos.Rd:
Updated documentation for new digits parameter.
@braverock braverock merged commit 559d512 into braverock:master Jul 9, 2016
@joshuaulrich
Copy link
Collaborator

The comment above each line that calls round says, "note no round lots for max clip size". I assume that was intended to say, "only round lots of max clip size." Why is a fractional max clip size now acceptable?

joshuaulrich added a commit that referenced this pull request Jul 9, 2016
The .Rd files were edited directly and no roxygen comments were added to
document the new parameters.

Clarify what the new 'digits' parameter to osMaxPos does, and remove the
trailing period from the 'account' parameter to be consistent with the
other parameter documentation for the function.
@braverock
Copy link
Owner

currencies may be bought in fractions, though this is extremely rare, usually fractional currencies would only used for cross-account currency sweeps, not trading, so it is unclear what the utility of the extra parameter and rounding is, but it shouldn't be dangerous.

rulePctEquity has always allowed rounding so that you could round to a desired percentage.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

3 participants