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Release v0.6.0-test

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@dschaurecker dschaurecker released this 09 Sep 13:51
· 49 commits to main since this release

Bigger update, including changes to the core DP optimization, when we run the optimization and some other functionality.

Changes include:

  • New simulation parameters:
    • trading_delay: How long to wait after gate opening before starting to trade the new products of the next day (in minutes).
    • trading_start_date: When to start trading the products at the beginning of the simulation.
    • log_transactions: if True, starts logging all transactions of the market, without running any optimization.
  • At the beginning of each simulation, we are now adding orders for the first day's products when they become available on the day before.
  • New functions:
    • submit_limit_orders(): allows to inject own limit orders while traversing the LOB, without running any optimization.