Releases: rodionlim/quantlib-st
Releases Β· rodionlim/quantlib-st
v1.14.0
v1.13.0
[1.13.0] - 2026-02-13
π Features
- (account) Make average notional position optional
v1.12.0
[1.12.0] - 2026-02-13
π Features
- (account) Allow for rounding when estimating pandl
v1.11.0
[1.11.0] - 2026-01-27
π Features
- (futures) Add minimal example to help with easier implementation
v1.10.0
[1.10.0] - 2026-01-24
π Features
- (futures) Refactor futures price data handling and add CSV support
v1.9.0
[1.9.0] - 2026-01-22
π Features
- Add carry tests
- (futures) Add helper methods to backadjust futures
v1.8.0
[1.8.0] - 2026-01-19
π Features
- (forecast) Add forecast_scale_cap stage
π§ͺ Testing
- Add forecasting minimal tests
- (forecast) Add tests for forecast_scale_cap
v1.7.0
[1.7.0] - 2026-01-18
π Features
- Add system skeleton with ported accounts
- Fully port account and rawdata stage
v1.6.0
[1.6.0] - 2026-01-16
π Features
- Add default trading rules and new forecast utility
π Documentation
- Add base docs on system
v1.5.0
[1.5.0] - 2026-01-15
π Features
- Add calc_ewmac_forecast default algorithm
- Add accounts and pandl calculator
π Documentation
- Add base docs on system