catalyst

wassname/catalyst

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Commit Graph

Author	SHA1	Message	Date
Eddie Hebert	d6abe172a2	ENH: Add check to ensure transactions and orders are aligned. Raise exceptions when the slippage model returns transactions that are non-sensical, i.e. those with zero volume, buy transactions when the order is a sell (and vice-versa), and transactions that are for a larger amount than the corresponding order. TODO: After adding a unit test suite that covers just the blotter, add tests that exercise this logic to that suite.	2013-06-20 13:23:01 -04:00
fawce	890762bde7	MAINT: added typed errors module - added exceptions in place of asserts for expected fields for rolling transforms. - removed assertions with Messages in favor of typed exceptions.	2013-03-19 11:39:23 -04:00

Author

SHA1

Message

Date

Eddie Hebert

d6abe172a2

ENH: Add check to ensure transactions and orders are aligned.

Raise exceptions when the slippage model returns transactions
that are non-sensical, i.e. those with zero volume, buy transactions
when the order is a sell (and vice-versa), and transactions that are
for a larger amount than the corresponding order.

TODO: After adding a unit test suite that covers just the blotter,
add tests that exercise this logic to that suite.

2013-06-20 13:23:01 -04:00

fawce

890762bde7

MAINT: added typed errors module

- added exceptions in place of asserts for expected fields for rolling
transforms.
- removed assertions with Messages in favor of typed exceptions.

2013-03-19 11:39:23 -04:00

2 Commits