Skip to content

0.1.0-m1 - Financial correctness and auditability - #65

Draft
stefan-jansen wants to merge 4 commits into
mainfrom
feat/0-1-0-m1-financial-correctness-and-auditability
Draft

0.1.0-m1 - Financial correctness and auditability#65
stefan-jansen wants to merge 4 commits into
mainfrom
feat/0-1-0-m1-financial-correctness-and-auditability

Conversation

@stefan-jansen

@stefan-jansen stefan-jansen commented Aug 1, 2026

Copy link
Copy Markdown
Contributor

Milestone 1

Verification

  • uv run pytest tests/ -q
  • uv run ruff check --no-fix src/ tests/
  • uv run ruff format --check src/ tests/
  • uv run ty check
  • pre-commit run --all-files

Validate configured and custom execution costs before any fill or financial state mutation, including flip commissions and final execution prices.

Closes #41.
Record partial exits as realized trades, allocate entry commission between exited and residual quantities, and enforce commission conservation with precision-derived tolerances.

Closes #42.
Expose structured rejected-order records, aggregate counts, DataFrame conversion, and additive Parquet round trips while retaining original requested quantities.

Closes #43.
Attach liquidation metadata before order submission and carry the category and detailed cause through fills, trades, DataFrames, and Parquet artifacts.

Closes #44.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant