Eddie Hebert d6abe172a2 ENH: Add check to ensure transactions and orders are aligned. ...

Raise exceptions when the slippage model returns transactions
that are non-sensical, i.e. those with zero volume, buy transactions
when the order is a sell (and vice-versa), and transactions that are
for a larger amount than the corresponding order.

TODO: After adding a unit test suite that covers just the blotter,
add tests that exercise this logic to that suite.

2013-06-20 13:23:01 -04:00

..

data

BUG: Fix treasury loading.

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

examples

DEV: Make the other example charts larger as well

2013-06-14 15:47:44 -04:00

finance

ENH: Add check to ensure transactions and orders are aligned.

2013-06-20 13:23:01 -04:00

gens

MAINT: Pass order emitted from slippage up to tradesimulation.

2013-06-20 12:36:49 -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

DOC: Fix docstring for TradingAlgorithm

2013-06-14 15:43:51 -04:00

errors.py

ENH: Add check to ensure transactions and orders are aligned.

2013-06-20 13:23:01 -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