Add flashalpha-fill-simulator (Trading & Backtesting)#378
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tomaszdobrowolski1 wants to merge 1 commit intowilsonfreitas:mainfrom
Open
Add flashalpha-fill-simulator (Trading & Backtesting)#378tomaszdobrowolski1 wants to merge 1 commit intowilsonfreitas:mainfrom
tomaszdobrowolski1 wants to merge 1 commit intowilsonfreitas:mainfrom
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Adds flashalpha-fill-simulator to
## Trading & Backtesting.It's an engine-agnostic, zero-dependency limit-order fill simulator for options credit/debit spreads — models post-and-wait limits, stale-quote crosses, deterministic same-bar tiebreaks, and a patient-then-cross exit. Drops into QuantConnect / Backtrader / custom backtesters as a per-bar primitive.
Format follows CONTRIBUTING.md: single sentence ending in period,
Pythontag, GitHub URL, placed alongside the other backtesting/execution tools.