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merge: release work from feat/feed-spec-schedule-rebalancing
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#90:
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3m 9s
feat/feed-spec-schedule-rebalancing
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docs: add changelog for v0.1.0b11
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docs: add reproducibility snapshot note to readme
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feat: add quote-aware execution and reporting
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fix: handle sparse prices in rebalancer
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fix: handle sparse prices in rebalancer
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Merge pull request #7 from ml4t/fix/datafeed-entity-column
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Merge pull request #7 from ml4t/fix/datafeed-entity-column
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feat: configurable entity column in DataFeed
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fix/datafeed-entity-column
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fix: map FX alias to CME Globex FX calendar
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fix: map FX alias to CME Globex FX calendar
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fix: align from_dict() defaults with dataclass defaults (#6)
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fix: align from_dict() defaults with dataclass defaults (#6)
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fix: align from_dict() defaults with dataclass defaults
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fix/from-dict-default-parity
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fix: trade cost decomposition, direction-aware metrics, and 8 review …
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fix: trade cost decomposition, direction-aware metrics, and 8 review …
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fix: direction-aware pnl_percent and trade cost decomposition
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fix: direction-aware pnl_percent and trade cost decomposition
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fix: direction-aware pnl_percent and trade cost decomposition
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fix: direction-aware pnl_percent and trade cost decomposition
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