algotradingsoc / Pedlar_dev

Old pedlar prototype, to be replaced by trading simulator.
Apache License 2.0
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Existing issues carried from old pedlar #1

Closed ThomasWong2022 closed 2 years ago

ThomasWong2022 commented 4 years ago

Pedlar buys on last tick rather than next tick.

This enables an order to be closed outside of a market hours in both live trading and backtesting. It is also a type of time leakage.