catalyst

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T

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

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

blotter.py

ENH: Add a convenience property for open amount of a blotter.Order

2013-06-12 10:43:09 -04:00

commission.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

constants.py

ENH: Added constants.py which contains financial constants.