Change default value of same_bar_execution to True

Signed-off-by: Nikola Losic <nikolalosic@protonmail.ch>

Author: nikolalosic

ziplime/core/run_simulation.py

@@ -48,7 +48,7 @@ async def run_simulation(
         future_commission: FutureCommissionModel | None = None,
         clock: TradingClock | None = None,
         max_leverage: float = 1.0,
-        same_bar_execution: bool = False,
+        same_bar_execution: bool = True,
         price_used_in_order_execution: Literal["open", "close", "low", "high"] = "close"
 ) -> TradingAlgorithmExecutionResult:
     """
@@ -162,7 +162,7 @@ async def run_simulation_iter(
         future_commission: FutureCommissionModel | None = None,
         clock: TradingClock | None = None,
         max_leverage: float = 1.0,
-        same_bar_execution: bool = False,
+        same_bar_execution: bool = True,
         price_used_in_order_execution: Literal["open", "close", "low", "high"] = "close"
 ) -> AsyncIterator[TradingAlgorithmExecutionStatus]:
     """

ziplime/trading/trading_algorithm.py

@@ -194,7 +194,7 @@ def __init__(
             get_pipeline_loader=None,
             create_event_context=None,
             stop_on_error: bool = False,
-            same_bar_execution: bool = False,
+            same_bar_execution: bool = True,
     ):
         self.algorithm = algorithm
         self.config = algorithm.config

ziplime/utils/run_algo.py

@@ -49,7 +49,7 @@ async def run_algorithm(
         benchmark_asset_symbol: str | None = None,
         benchmark_returns: pl.Series | None = None,
         max_leverage: float = 1.0,
-        same_bar_execution: bool = False,
+        same_bar_execution: bool = True,
         price_used_in_order_execution: Literal["open", "close", "low", "high"] = "close"
 ) -> TradingAlgorithmExecutionResult:
     """Run a backtest for the given algorithm.
@@ -84,7 +84,7 @@ async def run_algorithm_iter(
         benchmark_asset_symbol: str | None = None,
         benchmark_returns: pl.Series | None = None,
         max_leverage: float = 1.0,
-        same_bar_execution: bool = False,
+        same_bar_execution: bool = True,
         price_used_in_order_execution: Literal["open", "close", "low", "high"] = "close"
 ) -> AsyncIterator[TradingAlgorithmExecutionStatus]:
     """Run a backtest for the given algorithm.
@@ -118,7 +118,7 @@ async def _prepare_algorithm(
         benchmark_asset_symbol: str | None = None,
         benchmark_returns: pl.Series | None = None,
         max_leverage: float = 1.0,
-        same_bar_execution: bool = False,
+        same_bar_execution: bool = True,
         price_used_in_order_execution: Literal["open", "close", "low", "high"] = "close"
 ) -> TradingAlgorithmExecutionResult:
     """Run a backtest for the given algorithm.