Market on Open

[AndreasClenow]

Just a friendly suggestion:

For some EOD models, it makes sense to place orders as 'market on open', rather than the default Zipline logic of 'market on close'. It's quite simple really and I've modded my own setup for this, and I thought might be of interest to the community.

The 'market on close' logic is currently hard coded in the slippage.py file, and I suppose the reason for that is that Quantopian assumed intraday, minute data.

The simple solution would be to add a field input argument to the constructors in the slippage.py file. Quick, easy and gets the job done.

[stefan-jansen]

Good idea @AndreasClenow; will take it on the list for this year's attempts at improving the package.