Michael Handschuh 534c95902c Use VWAP indicator from indicators project ...

The volume weighted average price execution model had its own implementation
of VWAP since the existing VWAP didn't perform the daily reset. The intraday
VWAP indicator has since been added to the indicators project so this is just
duplicate code.

2018-05-07 16:13:10 -04:00

..

ExecutionModelPythonWrapper.cs

Make execution models overrideable

2018-05-07 16:13:10 -04:00

IExecutionModel.cs

Convert framework model parameters to use arrays

2018-04-10 19:24:35 -04:00

ImmediateExecutionModel.cs

Make execution models overrideable

2018-05-07 16:13:10 -04:00

ImmediateExecutionModel.py

Adds python version of C# execution models

2018-04-19 11:52:10 +01:00

NullExecutionModel.cs

Make execution models overrideable

2018-05-07 16:13:10 -04:00

OrderSizing.cs

Remove cash modelling logic from OrderSizing.GetUnorderedQuantity

2018-04-06 16:30:27 -04:00

StandardDeviationExecutionModel.cs

Make execution models overrideable

2018-05-07 16:13:10 -04:00

StandardDeviationExecutionModel.py

Adds python version of C# execution models

2018-04-19 11:52:10 +01:00

VolumeWeightedAveragePriceExecutionModel.cs

Use VWAP indicator from indicators project

2018-05-07 16:13:10 -04:00

VolumeWeightedAveragePriceExecutionModel.py

Adds python version of C# execution models

2018-04-19 11:52:10 +01:00