Releases: tradingexpert/ordersim
Releases · tradingexpert/ordersim
ordersim v0.1.3
ordersim v0.1.3 improves release metadata, replay performance, and code organization.
- Improve default replay throughput by precompiling canonical event streams once and using the C++ batch path during replay advancement while preserving fills and valuation marks.
- Move valuation mark types and compact mark iteration into
ordersim.valuation, keeping public imports stable while making economics easier to read. - Broaden README, PyPI metadata, and GitHub topics around order-book replay, latency-aware fill simulation, execution modeling, and market microstructure.
ordersim v0.1.2
ordersim v0.1.2 improves the first public landing experience.
- Add a visual latency demo showing the same strategy taking different fill paths under different entry latency.
- Sharpen the README first screen around the path from order intent to fill.
- Update GitHub Actions to current Node 24-era action releases and remove duplicate release-time wheel builds.
ordersim v0.1.1
ordersim v0.1.1 is a small housekeeping release after the first public publication.
- Update the README install text so the PyPI project page reflects that
ordersimis now published.
ordersim v0.1.0
ordersim v0.1.0 is the first public release.
It includes:
- an inspectable replay API with full order-intent logs, fill ledgers, equity curves, and deterministic multi-strategy comparison support;
- queue-aware Python and packaged C++ execution engines, with the C++ engine used by default and shared equivalence fixtures guarding behavior;
- canonical CSV, Parquet, Databento MBO, and synthetic data sources plus a connector -> Parquet -> replay workflow for repeated research runs;
- explicit latency models, timezone guidance, assumptions, architecture notes, contributor guidance, release checks, and cross-platform native-wheel validation.
Install with:
pip install ordersim