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2,013 Commits 16 Branches 39 Tags
94edd2baedd55b1c7391b16583cf1007ca898db6
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4 Commits
Author SHA1 Message Date
stanhandThomas Wiecki 1f1be35734 ENH: Added commission model PerDollar 
Commissions will be calculated based on total dollar traded.
 2013-11-15 11:49:58 -05:00
Richard Frank c64a585e54 BUG: TransactionVolumeExceedsOrder was referenced but not defined 2013-08-08 13:21:16 -04:00
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
fawceandEddie Hebert 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