You can also set it to stay unlocked on the proviso that your OK with being unlocked when it's on your body, in a specific location or near trusted devices.
Go into 'settings' and then select 'lock screen' then on 'smart locks.
It will then prompt you to enter you PIN and you will you will get the 3 options from above.
I keep my phon unlocked when I'm at home but that option requires you to leave the location services turned on so the phone knows where you are.