feat: fill-time slippage/commission, partial fills, volume impact model

- Move slippage/commission from order creation to fill time in
  SimulationBlotter, eliminating double-counting
- Add VolumeImpactSlippage model (power-law market impact)
- Add FillModel ABC with FullFill and VolumeBasedFill for partial
  fill simulation
- Refactor BacktestTradeOrderEvaluator to delegate to blotter
  methods (get_fill_price, get_fill_commission, get_fill_amount,
  on_fill) with TradingCost fallback
- Record transactions at fill time via blotter.on_fill()
- Clean test_eventloop.py: remove ~500 lines of commented-out code
- Update test_blotter.py for new fill-time architecture

Author: MDUYN

.gitignore

@@ -161,3 +161,4 @@ venv
 examples/tutorial/data
 examples/tutorial/backtest_results
 examples/tutorial/resources
+.data_cache/

docusaurus/docs/Advanced Concepts/blotter.md

@@ -261,7 +261,7 @@ class SmartOrderRouter(Blotter):
             order1 = context.order_service.create(order_data)
             order2 = context.order_service.create(order_data)
             return order1  # Return the first order
-        
+
         return context.order_service.create(order_data)
 
     def cancel_order(self, order_id, context):
@@ -271,7 +271,7 @@ class SmartOrderRouter(Blotter):
         order = context.order_service.get(order_id)
         if order is None:
             raise Exception(f"Order {order_id} not found")
-        
+
         context.order_service.update(
             order_id, {"status": "CANCELED"}
         )

investing_algorithm_framework/__init__.py

@@ -27,7 +27,9 @@
     retag_backtests, \
     Blotter, DefaultBlotter, SimulationBlotter, Transaction, \
     SlippageModel, NoSlippage, PercentageSlippage, FixedSlippage, \
-    CommissionModel, NoCommission, PercentageCommission, FixedCommission
+    VolumeImpactSlippage, \
+    CommissionModel, NoCommission, PercentageCommission, FixedCommission, \
+    FillModel, FullFill, VolumeBasedFill
 from .infrastructure import AzureBlobStorageStateHandler, \
     CSVOHLCVDataProvider, CSVTickerDataProvider, CSVURLDataProvider, \
     JSONURLDataProvider, ParquetURLDataProvider, \
@@ -241,8 +243,12 @@
     "NoSlippage",
     "PercentageSlippage",
     "FixedSlippage",
+    "VolumeImpactSlippage",
     "CommissionModel",
     "NoCommission",
     "PercentageCommission",
     "FixedCommission",
+    "FillModel",
+    "FullFill",
+    "VolumeBasedFill",
 ]

investing_algorithm_framework/domain/__init__.py

@@ -27,7 +27,9 @@
 from .portfolio_provider import PortfolioProvider
 from .blotter import Blotter, DefaultBlotter, SimulationBlotter, Transaction, \
     SlippageModel, NoSlippage, PercentageSlippage, FixedSlippage, \
-    CommissionModel, NoCommission, PercentageCommission, FixedCommission
+    VolumeImpactSlippage, \
+    CommissionModel, NoCommission, PercentageCommission, FixedCommission, \
+    FillModel, FullFill, VolumeBasedFill
 from .services import MarketCredentialService, AbstractPortfolioSyncService, \
     RoundingService, StateHandler
 from .stateless_actions import StatelessActions
@@ -163,8 +165,12 @@
     "NoSlippage",
     "PercentageSlippage",
     "FixedSlippage",
+    "VolumeImpactSlippage",
     "CommissionModel",
     "NoCommission",
     "PercentageCommission",
     "FixedCommission",
+    "FillModel",
+    "FullFill",
+    "VolumeBasedFill",
 ]