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braverock / blotter

blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
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Adding new columns Init.Qty and End.Qty to perTradeStats #45

Closed jaymon0703 closed 7 years ago

jaymon0703 commented 7 years ago

Adding extra information based on quantity for each round turn trade (ie. Init.Qty and End.Qty), whatever the trade definition, is expected to benefit later enhancements to txnsim() and likely normal use cases for perTradeStats().

joshuaulrich commented 7 years ago

Merged via a16229c69b72cc57852823c48a4c872f80d22ea4.

jaymon0703 commented 7 years ago

Thank you Joshua

On 28 Mar 2017 12:46 AM, "Joshua Ulrich" notifications@github.com wrote:

Merged via a16229c https://github.com/braverock/blotter/commit/a16229c69b72cc57852823c48a4c872f80d22ea4 .

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