quantopian/zipline — pull request #186 by twiecki (2013-06-28 11:28:03+00:00)
Title: Add support to specify delay between placing and filling an order.

Blotter was called before handle_data() which only allowed filling at the next bar.

Here I moved it after handle_data() but added a delay to allow for the same behavior as before. If an option `fill_delay` is passed though this can be overridden.

Once this is in we can think about default values for daily mode.

There's one outstanding issue I'd like to get some feedback on (see code).