As far as I can tell, ledger can handle such transactions without any
problems.  However, the syntax might be a bit unexpected.  This is
imho due to a reported bug.  The bug tracker is down right now but
I can send a link later.

In any case, the following works for me:

2002/03/20 Buy Actions
    Assets:BrokerA      10.00 Foo {5.00 EUR}
    Assets:Checking    -50.00 EUR

2002/03/25 Buy Actions
    Assets:BrokerA      15.00 Foo {10.00 EUR}
    Assets:Checking   -150.00 EUR

2002/03/25 Price adjustment
    Assets:BrokerA      25.00 Foo {8.00 EUR} @ 8.00 EUR
    Assets:BrokerA     -10.00 Foo {5.00 EUR} @ 5.00 EUR
    Assets:BrokerA     -15.00 Foo {10.00 EUR} @ 10.00 EUR

2002/05/15 Buy Actions
    Assets:BrokerB      10.00 Foo {50.00 EUR}
    Assets:Checking    -500.00 EUR

2002/05/25 Buy Actions
    Assets:BrokerB      15.00 Foo {100.00 EUR}
    Assets:Checking   -1500.00 EUR

2002/05/25 Price adjustment
    Assets:BrokerB      25.00 Foo {80.00 EUR} @ 80.00 EUR
    Assets:BrokerB     -10.00 Foo {50.00 EUR} @ 50.00 EUR
    Assets:BrokerB     -15.00 Foo {100.00 EUR} @ 100.00 EUR

-- 
Martin Michlmayr
http://www.cyrius.com/

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