Brad

Perfect. @cjdsellers loves C#

On a serious note - great find @rsmb7z , that will serve as a great reference and agreed, we should basically just implement the same thing.

And just dumping some thoughts that I had the other day for this ticket. We should likely have some sort of backtest module that handles commission adjustments on a portfolio...

I would like to see this implemented (and preferably a way to clear individual task keys also).

Chiming in for a +1 on Jupyter notebooks - this would be an awesome addition.

Just adding a +1 here, we also hit this using pandera with dask/distributed if anyone else finds themselves to this comment.

Good resource; for clarification on the issue, I'm specifically looking for `step-after`.

Just adding my 2c also: > For me personally, i'd want my orders matched at the auction price the market used if i was backtesting - so i guess that...

Hey @rsmb7z, I agree we should have some helper functions like this. I started working on something like this here https://github.com/nautechsystems/nautilus_trader/blob/master/nautilus_trader/model/tick_scheme/implementations/tiered.pyx It looks like we did start to implement this...

Hey @rsmb7z, sure thing! Thanks for doing some research here. I have a couple of questions I sent through to you on discord in the IB channel.