rust-v0.4.0

docs: fix the docstring.

py-v2.1.0

docs: fix the docstring.

py-v2.0.0

docs: fix the broken link.

rust-v0.3.2

docs: update the tutorials.

py-v2.0.0rc1

docs: update the tutorials.

Rust-v0.3.1

A significant amount of refactoring has been done. Many backtesting APIs are now stabilized. One major change is the unification of L2 and L3 events to provide more streamlined APIs. Unfortunately, this induces changes to the data file structure, requiring raw data to be processed into normalized data again. Please see the Data Preparation for the conversion.

Thanks to
@ian-wazowski
@roykim98
@d23rojew
@WannabeBotter
@dogfood1

py-2.0.0rc0

Based on Rust-v0.3.1

v1.8.4

Fixed
Fixed missing parenthesis in stat.

Improved
Reduced the memory usage in the data conversion utils.

v1.8.3

Fixed
Fixed incorrect event flag handling in the data utilities for the Rust implementation.

Added
Average daily turnover (average daily trading amount / capital) and return per trade in basis points are added to stat.

v1.8.2

Added
The data utilities and data preparation tutorials have been updated for the Rust version.