Working on partial fill support.
Working on partial fill support.
Added a testcase to check that an order submitted during an order update doesn't get processed up until the next bar.
Added a testcase of an order that cancels another order.
Refactoring to reduce calls to getExecutionInfo and rely on order events instead. This is to be better prepared for future order events that don't fill orders but leave them in an active state.
Fixed testcase.
Implementing partial fill support for all order types.
Added testcases.
Improved testcases to check getAvgFillPrice.
Added testcases for commissions when partial fills take place.
Added a testcase to check that an order that gets partially filled and expires, gets canceled.
Renamed file to its original name.
DefaultStrategy now uses the volumeLimit for all orders in a bar.
Updated doc.