quantopian/zipline — pull request #220 by richafrank (2013-09-23 17:20:24+00:00)
Title: Minimum price variation

Ensure limit prices conform to a minimum price variation of a penny, which works for *most* stocks (not, for instance, BRK). The rounding "midpoint" is custom and depends on buy/sell direction, instead of .5 of a penny.

If the limit price is close to zero, it could get rounded to -0.0, so we take the ```abs``` - not sure if returning -0.0 would be a problem or not.