Package: wickraimpact 0.2.0

kingchenc

wickraimpact: Market-Impact Backtesting on the Real Historical Order Book

R bindings for wickra-impact over its C ABI hub: replace the fill stage of a backtest with an order-book walk on the real historical L2 book, so slippage is measured, not guessed - byte-identical to the CLI and every other binding.

Authors:kingchenc [aut, cre]

wickraimpact_0.2.0.tar.gz
wickraimpact_0.2.0.zip(r-4.7-x86_64)wickraimpact_0.2.0.zip(r-4.7-arm64)wickraimpact_0.2.0.zip(r-4.6-x86_64)wickraimpact_0.2.0.zip(r-4.6-arm64)wickraimpact_0.2.0.zip(r-4.5-x86_64)
wickraimpact_0.2.0.tgz(r-4.6-x86_64)wickraimpact_0.2.0.tgz(r-4.6-arm64)wickraimpact_0.2.0.tgz(r-4.5-x86_64)wickraimpact_0.2.0.tgz(r-4.5-arm64)
wickraimpact_0.2.0.tar.gz(r-4.7-arm64)wickraimpact_0.2.0.tar.gz(r-4.7-x86_64)wickraimpact_0.2.0.tar.gz(r-4.6-arm64)wickraimpact_0.2.0.tar.gz(r-4.6-x86_64)
wickraimpact_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
wickraimpact/json (API)

# Install 'wickraimpact' in R:
install.packages('wickraimpact', repos = c('https://wickra-lib.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/wickra-lib/wickra-impact/issues

On CRAN:

Conda:

agent-based-modelbacktestingcross-languagemarket-impactmarket-microstructurenodejsorder-bookpythonquantrustslippagetradingwasm

2.70 score 1 stars 3 exports 0 dependencies

Last updated from:033e13c0a8 (on v0.2.0). Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK69
linux-devel-x86_64OK94
source / vignettesOK147
linux-release-arm64OK100
linux-release-x86_64OK90
macos-release-arm64OK96
macos-release-x86_64OK156
macos-oldrel-arm64OK94
macos-oldrel-x86_64OK348
windows-devel-arm64OK203
windows-devel-x86_64OK84
windows-release-arm64OK198
windows-release-x86_64OK80
windows-oldrel-x86_64OK71
wasm-releaseOK108

Exports:wkimpact_commandwkimpact_newwkimpact_version

Dependencies: