Releases: tbeason/DatabentoBinaryEncoding.jl
Releases · tbeason/DatabentoBinaryEncoding.jl
Release list
v0.1.5
DatabentoBinaryEncoding v0.1.5
v0.1.4
DatabentoBinaryEncoding v0.1.4
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
DatabentoBinaryEncoding v0.1.3
- added custom
showmethods 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
DatabentoBinaryEncoding v0.1.2
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
DatabentoBinaryEncoding v0.1.1
Merged pull requests:
v0.1.0
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)