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Release/2.12.0 #378

Merged
merged 36 commits into from
Jan 25, 2021
Merged

Release/2.12.0 #378

merged 36 commits into from
Jan 25, 2021

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liampauling
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…s-lays

add matchedLays and matchedBacks to streaming output
history updated
…l (currently fails)

definition added to runner in cache + removal of runnerDef dict
process_market_definition functionality added
market cache simplified with init removal
…een an update to the runner

tests added and fixed (basic reprocessed now definition is correct)

Reduces function calls by a factor of almost 2! and roughly 20%+ speedup:

Before: 4479413 function calls (4475727 primitive calls) in 1.733 seconds
After: 2839782 function calls (2836095 primitive calls) in 1.354 seconds
- only sort if required (sort is expensive)
- create local vars to limit lookups
listener updated with debug var to prevent expensive debug call
update_clk var added to remove the need to process clk/initialClk as they are not needed when backtesting
remove properties in stream and store as vars instead (quicker/less function calls)
additions of slots
minor update to snap
function order changed
race cache refactor to match market
remove RunnerChange class
2x speed improvement (0.4s->0.18s)
order/race optimisations (race 2x speed up)
best display fix (key change)
unique id update func added
copy added to prevent the raw book being modified
lightweight cleanup
serialise update
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Coverage Status

Coverage increased (+0.1%) to 95.322% when pulling 1df4005 on release/2.12.0 into 10b2686 on master.

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@coveralls
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Coverage Status

Coverage increased (+0.1%) to 95.322% when pulling 1df4005 on release/2.12.0 into 10b2686 on master.

orjson bump
@liampauling liampauling merged commit f370d11 into master Jan 25, 2021
@liampauling liampauling deleted the release/2.12.0 branch January 25, 2021 08:19
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2 participants