Eddie Hebert 35f57ada3e ENH: Send transactions and orders as standalone events. ...

- Add transaction and order types
- Move TransactionSimulator from trading.py to tradesimulation.py
  (only used by other members of the tradesimulation module)
- Make Transaction an independent event, like dividend
- Add Blotter class.
- Flatten the transaction events to be independent of trade bar events
- Make orders into events that reach performance (need to add
handling)
- Issue IDs to orders and tracking each transaction's order id.
- Make volume share slippage fill orders independently, rather than
  aggregating them into a single transaction.
- Perf tracker holds orders, serializes them with transactions.
- Order state defined and maintained by order class.
- Minutely emission of orders based on last_modified date.

2013-04-14 18:59:57 -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

ENH: Send transactions and orders as standalone events.

2013-04-14 18:59:57 -04:00