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Add flashalpha-fill-simulator (Python Libraries + Open Source Projects)#3

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add-flashalpha-fill-simulator
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Add flashalpha-fill-simulator (Python Libraries + Open Source Projects)#3
tomaszdobrowolski1 wants to merge 1 commit into
mainfrom
add-flashalpha-fill-simulator

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Adds flashalpha-fill-simulator under both ## Python Libraries (PyPI link, sibling to the existing flashalpha entry) and ## Open Source Projects (GitHub link, near the other backtesting libs).

Realistic limit-order fill simulator for options credit/debit spreads:

  • post-and-wait limits with fill_epsilon gating
  • stale-quote guard via min_edge_floor
  • relative-spread quote-quality filter
  • deterministic seeded same-bar tiebreak (EV-blind)
  • patient-then-cross exit
  • engine-agnostic (per-bar primitive that embeds in QuantConnect / Backtrader / custom loops)
  • zero runtime dependencies

PyPI: https://pypi.org/project/flashalpha-fill-simulator/
Repo: https://github.com/FlashAlpha-lab/flashalpha-fill-simulator
License: MIT

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