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v1.7.0
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@nkaz001 nkaz001 released this 14 Nov 15:38
· 599 commits to master since this release
v1.7.0
599a4e0

Fixed
Removed the redundant loop used to find the frontmost timestamp.

Added
Added PowerProbQueueModel, ProbQueueModel2, LogProbQueueModel2, ProbQueueModel3 and PowerProbQueueModel3 to support different probability profiles.
#42 Added a utility to convert continuous order book snapshot data into market-by-price data that can be processed by hftbacktest.

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