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3 Commits
Author SHA1 Message Date
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