Merge 5b3e2de into 64af3d3

tests/test_algorithm.py

@@ -1488,11 +1488,12 @@ def handle_data(context, data):
 
         # Starting portfolio value is 10000. Order for the asset fills on the
         # second bar of 1/06, where the price is 391, and costs the default
-        # commission of 1. On 1/07, the price is 780, and the increase in
-        # portfolio value is 780-392-1
+        # commission of 0. On 1/07, the price is 780, and the increase in
+        # portfolio value is 780-392-0
         self.assertEqual(results.port_value.iloc[0], 10000)
         self.assertAlmostEqual(results.port_value.iloc[1],
-                               10000 + 780 - 392 - 1)
+                               10000 + 780 - 392 - 0,
+                               places=2)
 
     def test_portfolio_bts_with_overnight_split(self):
         algo_code = dedent("""
@@ -1572,7 +1573,7 @@ def handle_data(context, data):
         # On 1/07, portfolio value is the same as without split
         self.assertEqual(results.port_value.iloc[0], 10000)
         self.assertAlmostEqual(results.port_value.iloc[1],
-                               10000 + 780 - 392 - 1)
+                               10000 + 780 - 392 - 0, places=2)
 
 
 class TestAlgoScript(WithLogger,
@@ -1762,7 +1763,7 @@ def handle_data(context, data):
     @parameterized.expand(
         [
             ('no_minimum_commission', 0,),
-            ('default_minimum_commission', 1,),
+            ('default_minimum_commission', 0,),
             ('alternate_minimum_commission', 2,),
         ]
     )

zipline/examples/buy_and_hold.py

@@ -14,6 +14,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from zipline.api import order, symbol
+from zipline.finance import commission
 
 stocks = ['AAPL', 'MSFT']
 
@@ -22,6 +23,12 @@ def initialize(context):
     context.has_ordered = False
     context.stocks = stocks
 
+    # Explicitly set the commission to the "old" value until we can
+    # rebuild example data.
+    # github.com/quantopian/zipline/blob/master/tests/resources/
+    # rebuild_example_data#L105
+    context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
+
 
 def handle_data(context, data):
     if not context.has_ordered:

zipline/examples/buyapple.py

@@ -15,11 +15,18 @@
 # limitations under the License.
 
 from zipline.api import order, record, symbol
+from zipline.finance import commission
 
 
 def initialize(context):
     context.asset = symbol('AAPL')
 
+    # Explicitly set the commission to the "old" value until we can
+    # rebuild example data.
+    # github.com/quantopian/zipline/blob/master/tests/resources/
+    # rebuild_example_data#L105
+    context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
+
 
 def handle_data(context, data):
     order(context.asset, 10)

zipline/examples/dual_ema_talib.py

@@ -25,6 +25,7 @@
 """
 
 from zipline.api import order, record, symbol
+from zipline.finance import commission
 # Import exponential moving average from talib wrapper
 from talib import EMA
 
@@ -35,6 +36,12 @@ def initialize(context):
     # To keep track of whether we invested in the stock or not
     context.invested = False
 
+    # Explicitly set the commission to the "old" value until we can
+    # rebuild example data.
+    # github.com/quantopian/zipline/blob/master/tests/resources/
+    # rebuild_example_data#L105
+    context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
+
 
 def handle_data(context, data):
     trailing_window = data.history(context.asset, 'price', 40, '1d')

zipline/examples/dual_moving_average.py

@@ -23,12 +23,19 @@
 """
 
 from zipline.api import order_target, record, symbol
+from zipline.finance import commission
 
 
 def initialize(context):
     context.sym = symbol('AAPL')
     context.i = 0
 
+    # Explicitly set the commission to the "old" value until we can
+    # rebuild example data.
+    # github.com/quantopian/zipline/blob/master/tests/resources/
+    # rebuild_example_data#L105
+    context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
+
 
 def handle_data(context, data):
     # Skip first 300 days to get full windows

zipline/examples/momentum_pipeline.py

@@ -11,6 +11,7 @@
     record,
     schedule_function,
 )
+from zipline.finance import commission
 from zipline.pipeline import Pipeline
 from zipline.pipeline.factors import RSI
 
@@ -63,6 +64,12 @@ def initialize(context):
     # running at the start of the day each day.
     schedule_function(rebalance, date_rules.every_day())
 
+    # Explicitly set the commission to the "old" value until we can
+    # rebuild example data.
+    # github.com/quantopian/zipline/blob/master/tests/resources/
+    # rebuild_example_data#L105
+    context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
+
 
 def before_trading_start(context, data):
     context.pipeline_data = pipeline_output('my_pipeline')

zipline/examples/olmar.py

@@ -30,7 +30,7 @@ def initialize(algo, eps=1, window_length=5):
     algo.days = 0
     algo.window_length = window_length
 
-    algo.set_commission(commission.PerShare(cost=0))
+    algo.set_commission(commission.PerShare(cost=0, min_trade_cost=1.0))
 
 
 def handle_data(algo, data):

zipline/finance/commission.py

@@ -23,11 +23,11 @@
 from zipline.finance.shared import AllowedAssetMarker, FinancialModelMeta
 from zipline.utils.dummy import DummyMapping
 
-DEFAULT_PER_SHARE_COST = 0.0075              # 0.75 cents per share
+DEFAULT_PER_SHARE_COST = 0.001               # 0.1 cents per share
 DEFAULT_PER_CONTRACT_COST = 0.85             # $0.85 per future contract
 DEFAULT_PER_DOLLAR_COST = 0.0015             # 0.15 cents per dollar
-DEFAULT_MINIMUM_COST_PER_EQUITY_TRADE = 1.0  # $1 per trade
-DEFAULT_MINIMUM_COST_PER_FUTURE_TRADE = 1.0  # $1 per trade
+DEFAULT_MINIMUM_COST_PER_EQUITY_TRADE = 0.0  # $0 per trade
+DEFAULT_MINIMUM_COST_PER_FUTURE_TRADE = 0.0  # $0 per trade
 
 
 class CommissionModel(with_metaclass(FinancialModelMeta)):