Brian Fink 82d2ddfa90 BUG: Fix limit orders ...

Only fill limit order if impacted fill price is better than the limit price.
If a limit order is partially filled, only fill the remaining shares if the
impacted fill price is better than the limit price.

2015-04-16 17:09:14 -04:00

..

__init__.py

First pass at writing unit tests to exercise slippage models.

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

test_slippage.py

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00