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5 Commits

Author SHA1 Message Date
Conner Fromknecht 99efa7a9f3 Fixed catalyst tests except example tests 2017-06-19 14:43:10 -07:00
David Michalowicz 43d1af0240 MAINT: Refactor commission model class hierarchies 2017-05-12 12:31:36 -04:00
dmichalowicz dd21346eca API: Add slippage and commission models for futures 2017-04-25 17:29:41 -04:00
Jean Bredeche b1248cb6d6 REF: Explicitly use Assets in Position, Order, Transaction 
(Instead of `sid`, which were already usually assets)

Perf packets are unchanged and still emit `sid`: int
 2017-04-24 15:41:13 -04:00
dmichalowicz f6e1a95ca9 ENH: Preliminary support for Futures slippage and commission models 2017-04-10 14:37:20 -04:00