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Author SHA1 Message Date
dmichalowicz fa0594555c API: Add slippage and commission models for futures 2017-04-25 17:29:41 -04:00
Andrew DanielsandGitHub c2560c6079 TST: Adds TestingSlippage slippage model (#1679) 
Allows specifying a constant number of shares filled per tick.

Also adds the WithConstantEquityMinuteBarData fixture, relocated from
internal repo.
 2017-02-09 08:56:15 -05:00