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Account management and sanity #2

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blogle opened this issue Aug 28, 2013 · 0 comments
Open

Account management and sanity #2

blogle opened this issue Aug 28, 2013 · 0 comments

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@blogle
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blogle commented Aug 28, 2013

Stock zipline doesn't have any sanity bounds on leverage, this must be addressed before live execution. Builtins should be added to handle this, I wrote some code on quantopian that you can likely work from, at least for equities. Some hacking is gonna be necessary for futures products.

My long only code

Long/Short

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