Rounded size?

[zaferyumruk]

Why the following constraint exists in a design perspective? What is the benefit of using rounded size?
-1 < size < 1 or round(size) == size

[kernc]

Do you mean Order.size?

backtesting.py/backtesting/backtesting.py

Lines 208 to 209 in 8b83b35

	assert 0 < size < 1 or round(size) == size, \
	"size must be a positive fraction of equity, or a positive whole number of units"

If fractional units were allowed (e.g. 3.6 units) only for >1, this would create a weird dichotomy with interval (0, 1), which is interpreted as "proportional share of current equity" (e.g. 5%). It was an up-front design decision.

See also: #134

[zaferyumruk]

Thanks for the clarification. I was following exactly the same workaround you suggested in #134 .