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cassiopagnoncelli / clarity

R framework for quickly and professionally R&D trading strategies.
MIT License
4 stars 3 forks source link

FIFO system #3

Closed cassiopagnoncelli closed 6 years ago

cassiopagnoncelli commented 6 years ago

Backend should be able to process transactions as with FIFO system (OCO orders), so no hedging capabilities.

cassiopagnoncelli commented 6 years ago

Clarity won't work with FIFO system.