This is a fairly large change. We now have a BacktestingBrokerage (and PaperTradingBrokerage) which is consumed by the transaction handlers. We've also tested the BrokerageTransactionHandler. The IBrokerage interface has been through through and implemented. We've also added a spacial BacktestingTransactionHandler to delegate order filling to the BacktestingBrokerage implementation via the BacktestingBrokerage.Scan method. Much of this is a code shuffle to bring live trading and backtesting transaction handling into a similar pattern.
snugs