Modified PriceParser in rebalance to not differ between 2.7.x and 3.x.x.

mhallsmoore · mhallsmoore · commit ba4f590af13c · 2017-02-23T14:31:34.000Z
diff --git a/examples/test_examples.py b/examples/test_examples.py
@@ -78,7 +78,7 @@ def test_monthly_liquidate_rebalance_backtest(self):
             self.config, self.testing, tickers, filename
         )
         self.assertAlmostEqual(
-            float(results['sharpe']), 0.27105589487274
+            float(results['sharpe']), 0.2710491397280638
         )
 
 
diff --git a/qstrader/position_sizer/rebalance.py b/qstrader/position_sizer/rebalance.py
@@ -43,10 +43,9 @@ def size_order(self, portfolio, initial_order):
             # Determine total portfolio value, work out dollar weight
             # and finally determine integer quantity of shares to purchase
             price = portfolio.price_handler.tickers[ticker]["adj_close"]
-            price /= PriceParser.PRICE_MULTIPLIER
-            equity = portfolio.equity / PriceParser.PRICE_MULTIPLIER
+            price = PriceParser.display(price)
+            equity = PriceParser.display(portfolio.equity)
             dollar_weight = weight * equity
             weighted_quantity = int(floor(dollar_weight / price))
-            # Update quantity
             initial_order.quantity = weighted_quantity
         return initial_order

Original file line number	Diff line number	Diff line change
`@@ -78,7 +78,7 @@ def test_monthly_liquidate_rebalance_backtest(self):`
`78`	`78`	`self.config, self.testing, tickers, filename`
`79`	`79`	`)`
`80`	`80`	`self.assertAlmostEqual(`
`81`		`- float(results['sharpe']), 0.27105589487274`
	`81`	`+ float(results['sharpe']), 0.2710491397280638`
`82`	`82`	`)`
`83`	`83`
`84`	`84`