dmichalowicz a4464e7d20 MAINT: Various futures slippage model fixes and cleanup ...

- Handle history lookback error before start date
- Adjust default futures slippage volume limit
- Allow subclassing EquitySlippageModel and FutureSlippageModel together.

2017-05-09 11:47:55 -04:00

..

__init__.py

First pass at writing unit tests to exercise slippage models.

2012-10-10 16:17:05 -04:00

test_blotter.py

API: Add slippage and commission models for futures

2017-04-25 17:29:41 -04:00

test_cancel_policy.py

ENH: Clock now fires a BEFORE_TRADING_START_BAR event.

2016-08-02 23:12:07 -04:00

test_commissions.py

API: Add slippage and commission models for futures

2017-04-25 17:29:41 -04:00

test_slippage.py

MAINT: Various futures slippage model fixes and cleanup

2017-05-09 11:47:55 -04:00

test_transaction.py

MAINT: Add better repr for transactions

2017-04-28 11:13:40 -04:00