Eddie Hebert d41aff9a99 ENH: Provide a process_order method to override for custom slippage. ...

To make implementing a custom slippage model more straightforward,
provide a simulate method that will setup the calling of
`process_order`, which individual slippage models override to
do the unique slippage handling, where the simulate method handles
the boilerplate of checking order triggers, etc.

2013-06-13 19:01:00 -04:00

..

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

DEV: Make the example chart larger so that it's readable

2013-06-07 10:15:33 -04:00

finance

ENH: Provide a process_order method to override for custom slippage.

2013-06-13 19:01:00 -04:00

gens

BUG: Extend trading environment's trading days with extra_dates

2013-06-11 10:43:24 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

BUG: Fix updating of trading_days_total in minute.

2013-05-16 14:51:19 -04:00

utils

TST: Include the label in the failure message of isinstance asserts

2013-06-12 14:18:09 -04:00

__init__.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

algorithm.py

MAINT: Change slippage guard to check for slippage model base type.

2013-06-10 10:27:16 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

BUG: Fix bar data contains check when override is used.

2013-05-23 11:37:12 -04:00

test_algorithms.py

BUG: Add bar kwarg to batch_transform.

2013-05-13 16:42:58 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00