Execution and Simulation Engine for Trading Strategies


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Documentation for package ‘tradesimr’ version 0.18.7

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A P S T V

-- A --

as_market_bars Normalize market bars for tradesimr
as_target_positions Normalize target-position intents for tradesimr

-- P --

PaperTrader Paper trader demo client
PaperTradingPlatform Paper trading platform demo

-- S --

sim_account Extract account snapshots from a simulation
sim_agents_step Step active AI agents and append their order commands
sim_agent_add Add an AI or human agent to a live exchange
sim_agent_command_schema Get live-agent command schemas
sim_agent_dashboard_export Export an agent-facing live dashboard
sim_agent_dashboard_open Open an agent-facing live dashboard
sim_agent_rankings Compute current agent rankings
sim_agent_remove Remove an agent from a live exchange
sim_agent_set_status Set an agent status
sim_assets List registered exchange assets
sim_asset_add Register a tradable asset on an exchange
sim_asset_remove Remove an asset from an exchange registry
sim_backtest Run a stateful trading simulation backtest
sim_bond_schedules List durable bond schedules
sim_bond_schedule_add Register a calendar-driven bond schedule
sim_calendar_expected_bars Generate expected completed bar timestamps from a calendar
sim_calendar_holidays List deterministic built-in calendar holidays
sim_calendar_is_open Test whether timestamps fall in a built-in tradable session
sim_calendar_settlement_timestamp Calculate a calendar-aware settlement timestamp
sim_calendar_spec Get a trading-calendar specification
sim_cancel_order Submit an agent order cancellation command
sim_cash_ledger Extract cash ledger entries from a simulation
sim_cross_asset_risk Compute cross-asset risk for live exchange agents
sim_dashboard_export Export a static simulation dashboard
sim_dashboard_open Open an exported static dashboard
sim_events Convert a simulation recorder into an event table
sim_exchange_account Get simulated exchange account state
sim_exchange_account_state Get the durable heterogeneous account state
sim_exchange_accrue_carry Accrue profile-aware borrow and cash interest
sim_exchange_add_bars Append market bars to a simulated exchange
sim_exchange_calendarize_bars Calendarize registered-asset market bars
sim_exchange_calendar_exception Add an exchange-specific calendar exception
sim_exchange_cancel_order Cancel an intent-level order in a simulated exchange
sim_exchange_cash_adjust Deposit or withdraw a profile-aware currency balance
sim_exchange_cash_balances Get profile-aware cash balances
sim_exchange_convert_cash Convert cash between currencies at an authoritative exchange FX mark
sim_exchange_corporate_action Register a durable inventory corporate action
sim_exchange_dashboard Export and open a simulated exchange dashboard
sim_exchange_export_events Export exchange simulation events
sim_exchange_future_roll Register a futures expiry or contract roll
sim_exchange_fx_rate Set a foreign-exchange conversion rate
sim_exchange_load Load exchange state from disk
sim_exchange_new Create an in-memory simulated exchange state
sim_exchange_new_events Get new events since the previous exchange run
sim_exchange_orders Get simulated exchange orders
sim_exchange_place_order Place an order into a simulated exchange
sim_exchange_positions Get simulated exchange positions
sim_exchange_process_commands Process pending agent commands
sim_exchange_run Run or refresh a simulated exchange replay
sim_exchange_save Export exchange events and state
sim_exchange_settle Settle due profile-aware cash movements
sim_exchange_set_carry_rates Configure borrow and cash interest rates
sim_exchange_step Step a simulated exchange with one or more bars
sim_exchange_validate_cadence Validate registered-asset bar cadence
sim_export Export simulation tables to durable files
sim_feed_config Default live feed configuration
sim_feed_configure Configure a live exchange feed
sim_feed_start Start a configured live feed
sim_feed_status Get live feed status
sim_feed_step Step a live feed through completed bars
sim_feed_stop Stop a configured live feed
sim_feed_warmup Generate historical simulation bars before starting a live feed
sim_fills Extract fill events from a simulation
sim_heterogeneous_account_step Step a heterogeneous profile-aware account kernel
sim_heterogeneous_order_batch_schema Empty normalized heterogeneous order-batch schema
sim_import Import exported simulation tables
sim_instrument_profile Resolve an instrument profile
sim_instrument_profiles List supported instrument profiles
sim_live_service Create a local live exchange service
sim_live_service_run Run a local live exchange service
sim_live_state_dashboard_open Open a live-state dashboard
sim_manifest Build an export manifest
sim_market_events Extract market bars from a simulation
sim_market_model_calibrate Calibrate a market model from historical OHLC bars
sim_market_model_calibrate_exchange Configure an exchange market model from historical bars
sim_market_model_config Configure market-level multi-asset simulation
sim_market_model_configure Configure a market-level simulation model
sim_market_model_status Get market-level simulation model status
sim_metrics Calculate core performance metrics from a simulation result
sim_orders Convert a simulation recorder into an order/event table
sim_portfolio_decision_policy Define a portfolio decision policy
sim_portfolio_execution Build execution assumptions for a target-weight portfolio replay
sim_portfolio_execution_quality Project execution quality for durable portfolio target rebalances
sim_portfolio_export Export a safe portfolio replay snapshot for an external consumer
sim_portfolio_market_step Advance an Arena exchange at one completed market boundary
sim_portfolio_step Step the C++ portfolio-margin kernel once
sim_portfolio_target_replay Replay a historical multi-asset target-weight panel
sim_portfolio_target_step Step one agent portfolio from target weights
sim_portfolio_target_submit Submit one Arena target-weight decision after a market boundary
sim_portfolio_target_submit_batch Submit multiple Arena target-weight decisions after one market boundary
sim_positions Extract position snapshots from a simulation
sim_read_account Read exported account snapshots
sim_read_events Read exported simulation events
sim_read_manifest Read an export manifest
sim_read_table Read an exported simulation table
sim_replay Replay historical bars through the simulation engine
sim_replay_dashboard_export Export a static replay dashboard
sim_risk Extract risk snapshots from a simulation
sim_run_from_events Reconstruct simulation views from exported events
sim_schemas Simulation table schemas
sim_schema_migrate Migrate durable tables to the current schema
sim_schema_version Get the tradesimr schema version
sim_spot_step Step a fully paid spot-inventory state
sim_spot_target_submit Submit spot target weights for next-bar execution
sim_state Create a simulation state object
sim_state_dashboard_export Export a live-state dashboard
sim_step Step the C++ exchange kernel once
sim_strategy_list List registered strategy ids
sim_strategy_register Register a strategy function for strategy-backed AI agents
sim_strategy_unregister Unregister a strategy function
sim_strategy_validate_config Validate strategy-backed agent config
sim_submit_order Submit an agent order command
sim_trading_calendars List built-in trading calendars

-- T --

TRADESIMR_ACCOUNT_SCHEMA_VERSION Heterogeneous account schema version
TRADESIMR_SCHEMA_VERSION tradesimr durable schema version

-- V --

validate_intents Validate target-position intent columns
validate_market_data Validate core market-bar columns
vec_batch_run_simulations Generate vectorized simulation inputs for multiple instruments
vec_sim_gen_plot Plot vectorized simulation results
vec_sim_gen_summary Summarize vectorized simulation results
vec_sim_gen_summary_table Summarize a batch of vectorized simulations
vec_sim_run_backtest Run a vectorized approximate backtest