Releases
v0.5.0
mberk
released this
13 Jan 07:09
Added
Functions for working with RaceResult objects:
get_bsp_from_race_result
get_winners_from_race_result
Functions for extracting BSP from different sources:
get_bsp_from_market_definition
get_bsp_from_prices_file
Functions for working with marketTime:
get_market_time_as_datetime
get_seconds_to_market_time
Functions for working with race files:
create_combined_market_book_and_race_change_generator
get_win_market_id_from_race_file
Functions for extracting information from the order book:
calculate_order_book_imbalance
get_price_size_by_depth
get_second_best_price_size
get_second_best_price
Functions for extracting market books and race changes at times of interest:
get_market_books_from_prices_file
get_minimum_book_percentage_market_books_from_prices_file
get_race_change_from_race_file
Other Functions:
get_publish_time_from_object
get_winners_from_market_definition
Changed
Improved patching of open
Arguments to prices_file_to_data_frame have changed to permit adding any desired marketDefinition field to the data frame
Deprecated
Removed
Fixed
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