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5 Commits
Author SHA1 Message Date
dmichalowicz fa0594555c API: Add slippage and commission models for futures 2017-04-25 17:29:41 -04:00
Jean Bredeche 0b4b058065 REF: Remove asset_finder and multipliers from PositionTracker 2017-04-24 15:41:22 -04:00
Jean Bredeche b7b8c46d74 REF: Blotter no longer needs AssetFinder 2017-04-24 15:41:21 -04:00
Jean Bredeche 8d275d8d83 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 bc27e369ff ENH: Preliminary support for Futures slippage and commission models 2017-04-10 14:37:20 -04:00