Merge branch 'develop'

ikaba · Jul 22, 2018 · 6d40a3b · 6d40a3b
2 parents 0dceff2 + d4afc50
commit 6d40a3b
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Showing 6 changed files with 19 additions and 10 deletions.
diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
@@ -44,7 +44,7 @@ def initialize(context):
     context.start_time = time.time()
 
     context.set_commission(maker=0.001, taker=0.002)
-    context.set_slippage(spread=0.001)
+    context.set_slippage(slippage=0.001)
 
 
 def handle_data(context, data):

diff --git a/catalyst/examples/mean_reversion_simple_custom_fees.py b/catalyst/examples/mean_reversion_simple_custom_fees.py
@@ -44,7 +44,7 @@ def initialize(context):
     context.start_time = time.time()
 
     context.set_commission(maker=0.001, taker=0.002)
-    # context.set_slippage(spread=0.001)
+    # context.set_slippage(slippage=0.001)
 
 
 def handle_data(context, data):

diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
@@ -153,17 +153,17 @@ def set_commission(self, maker=None, taker=None):
             self.blotter.commission_models[key].taker = taker
 
     @api_method
-    def set_slippage(self, spread=None):
-        """Set the spread of the slippage model for the simulation.
+    def set_slippage(self, slippage=None):
+        """Set the slippage of the fixed slippage model used by the simulation.
 
         Parameters
         ----------
-        spread : float
-            The spread to be set.
+        slippage : float
+            The slippage to be set.
         """
         key = list(self.blotter.slippage_models.keys())[0]
-        if spread is not None:
-            self.blotter.slippage_models[key].spread = spread
+        if slippage is not None:
+            self.blotter.slippage_models[key].slippage = slippage
 
     def _calculate_order(self, asset, amount,
                          limit_price=None, stop_price=None, style=None):

diff --git a/docs/source/appendix.rst b/docs/source/appendix.rst
@@ -134,7 +134,7 @@ Commission Models
 Slippage Models
 '''''''''''''''
 
-.. .. autofunction:: catalyst.api.set_slippage
+.. autofunction:: catalyst.api.set_slippage
 
 .. autoclass:: catalyst.finance.slippage.SlippageModel
    :members:

diff --git a/docs/source/install.rst b/docs/source/install.rst
@@ -38,7 +38,7 @@ dependencies without requiring the use of a second tool to acquire Catalyst's
 non-Python dependencies.
 
   For Windows, you will first need to install the *Microsoft Visual C++ 
-  Compiler for Python 2.7*. Follow the instructions on the :ref:`Windows 
+  Compiler for Python*. Follow the instructions on the :ref:`Windows
   <windows>` section and come back here.
 
 For instructions on how to install ``conda``, see the `Conda Installation

diff --git a/docs/source/releases.rst b/docs/source/releases.rst
@@ -2,6 +2,15 @@
 Release Notes
 =============
 
+Version 0.5.18
+^^^^^^^^^^^^^^
+**Release Date**: 2018-07-22
+
+Build
+~~~~~
+- The parameter of the `set_slippage` API function was updated from spread to
+  slippage to better describe its purpose in the fixed slippage model.
+
 Version 0.5.17
 ^^^^^^^^^^^^^^
 **Release Date**: 2018-07-19