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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txnsim - Need to apply an adjustment to sampled start timestamps where these fall on weekends or holidays, and will therefore not be inside our market data object.. #62
txnsim - When buiding the transactions data frame from our sampled durations, we correctly apply an adjustment to our end date where the specific end date is not in our market data object. Typically, this will be when a sampled end timestamp falls on a weekend or holiday. We need to apply a similar adjustment for our sampled start timestamps.
txnsim - When buiding the transactions data frame from our sampled durations, we correctly apply an adjustment to our end date where the specific end date is not in our market data object. Typically, this will be when a sampled end timestamp falls on a weekend or holiday. We need to apply a similar adjustment for our sampled start timestamps.