quantopian/zipline — pull request #337 by humdings (2014-05-24 00:00:20+00:00)
Title: ENH: Check for open orders in the order_value api method

Changes:
1. A keyword arg, ignore_open_orders, was added to TradingAlgorithm.order_value.
2. One line added to the TestOrderValueAlgorithm in zipline.test_algorithms.

The order convenience functions can place unnecessary or incorrect orders when there are open orders. If ignore_open_orders is False, the function will not place an order if there are any open orders for that sid.

I only added one line to the test algorithm, it places a duplicate order that should get tossed out. The rest of the test should run the same.

I'm not sure what other testing criteria this should meet, if you have anything, let me know and I can add it.

Dave