Eddie Hebert afdb6c99af MAINT: Return orders alongside transactions from slippage simulate. ...

So that blotter.process_trade doesn't need to reindex the dictionary of
open orders, yield a tuple of (order, transaction) from simulate.

Also, update corresponding unit tests now that the method returns
a generator instead of a list.

2013-06-19 16:35:05 -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

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00