quantopian/zipline — pull request #225 by twiecki (2013-10-01 18:57:48+00:00)
Title: ENH: Add option of instantly filling orders.

There is currently a one-day delay when placing orders in `handle_data()` to their execution (when data frequency is daily).

This adds a flag to `TradingAlgorithm` called `instant_fill` (defaults to `False`) that changes this behavior so that orders get executed immediately.