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Releases: tbeason/DatabentoBinaryEncoding.jl

v0.1.5

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@github-actions github-actions released this 24 Jun 18:22
6b3e32b

DatabentoBinaryEncoding v0.1.5

Diff since v0.1.4

v0.1.4

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@github-actions github-actions released this 22 Jun 18:26
91d12f8

DatabentoBinaryEncoding v0.1.4

Diff since v0.1.3

Merged pull requests:

  • Fix STATISTICS decode corruption and related decoder bugs (#32-#35) (#36) (@tbeason)
  • Bump codecov/codecov-action from 6 to 7 (#37) (@dependabot[bot])
  • Add symbol resolution helpers (instrument_id → raw_symbol join) (#38) (@tbeason)
  • Bump actions/checkout from 6 to 7 (#39) (@dependabot[bot])
  • Fix records_to_dataframe FieldError on MBP-1/MBP-10/BBO (issue #40) (#41) (@tbeason)

Closed issues:

  • read_stat_msg assumes 80-byte v3 StatMsg layout, ignoring hd.length — corrupts STATISTICS streams served as v1/v2 (#32)
  • stat_to_dataframe references nonexistent StatMsg fields (stat_value, flags) — throws on any STATISTICS records (#33)
  • Metadata decoder keeps only the first symbol-mapping interval — silently drops continuous-contract roll history (#34)
  • Inconsistent invalid-enum handling: InstrumentClass warns+defaults, Side/Action throw and kill the stream (#35)
  • records_to_dataframe/to_dataframe/dbn_to_parquet throw FieldError on TBBO (MBP-1) and MBP-10 — flat bid/ask fields vs nested levels (#40)

v0.1.3

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@github-actions github-actions released this 05 Jun 15:49
17a1ff3

DatabentoBinaryEncoding v0.1.3

Diff since v0.1.2

  • added custom show methods for record types

Merged pull requests:

  • docs/chore: fix README import quotes; drop devcontainer + vscode (#26) (@tbeason)
  • docs: remove errant escaped quotes in README Data Import block (#27) (@tbeason)
  • docs: state the package's own MIT license in the README (#28) (@tbeason)
  • Add compact Base.show for DBN record types (#29) (@tbeason)
  • Release 0.1.3 (#30) (@tbeason)
  • Feat/pretty print records (#31) (@tbeason)

v0.1.2

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@github-actions github-actions released this 01 Jun 17:19
4306572

DatabentoBinaryEncoding v0.1.2

Diff since v0.1.1

Merged pull requests:

  • Fix DBN v3 instrument definition layout (#22) (@dawsh2)
  • Fix #23: tolerate unset (0xFF) stype in v3 SymbolMappingMsg decode (#24) (@tbeason)
  • docs: refresh README/docs, add CHANGELOG, bump to v0.1.2 (#25) (@tbeason)

Closed issues:

  • Generic read_record crashes on DBN v3 captures: invalid value for Enum SType: 255 (#23)

v0.1.1

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@github-actions github-actions released this 25 May 16:10
7c8b80d

DatabentoBinaryEncoding v0.1.1

Diff since v0.1.0

Merged pull requests:

  • Fix SymbolMappingMsg hd.length on cross-version encode (#21) (@tbeason)

v0.1.0

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@github-actions github-actions released this 22 May 02:44
7b3f0d1

DatabentoBinaryEncoding v0.1.0

Merged pull requests:

  • Clean up repository and add GitHub Actions CI workflows (#1) (@tbeason)
  • Claude/investigate CI errors -- file locks (#2) (@tbeason)
  • Add Rust toolchain to CI for compatibility tests (#3) (@tbeason)
  • Fix Julia-Rust compatibility issues (#4) (@tbeason)
  • Benchmark Performance Metrics for Package (#5) (@tbeason)
  • Major performance optimizations and comprehensive schema API (#6) (@tbeason)
  • Comprehensive performance optimizations and benchmarking suite (#7) (@tbeason)
  • Add comprehensive Documenter.jl documentation (#8) (@tbeason)
  • foreach_record_with_control: typed data + Union control split (#9) (@tbeason)
  • Fix unknown-rtype skip length in foreach_record_impl(s) (#10) (@tbeason)
  • Bump julia-actions/setup-julia from 2 to 3 (#11) (@dependabot[bot])
  • Bump codecov/codecov-action from 4 to 6 (#12) (@dependabot[bot])
  • Bump julia-actions/cache from 2 to 3 (#13) (@dependabot[bot])
  • Bump actions/cache from 4 to 5 (#14) (@dependabot[bot])
  • Bump actions/checkout from 4 to 6 (#15) (@dependabot[bot])
  • chore: gitignore + untrack .claude/ (#16) (@tbeason)
  • CI: drop arch matrix (fixes setup-julia@v3 on arm64 macOS) (#17) (@tbeason)
  • chore: clean up top-level + add LICENSE (registration prep) (#18) (@tbeason)
  • Rename package: DBN → DatabentoBinaryEncoding (#19) (@tbeason)