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feat: add conservative bar execution models - #108

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fallblu merged 1 commit into
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feat/conservative-bar-execution
Aug 22, 2026
Merged

feat: add conservative bar execution models#108
fallblu merged 1 commit into
developfrom
feat/conservative-bar-execution

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@fallblu

@fallblu fallblu commented Aug 22, 2026

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Summary

  • add next-open-only and adverse-touch completed-bar execution models
  • add strict spread, impact, and missing-volume configuration with auditable price attribution
  • publish scenario contract v13 and strategy protocol v11 while preserving frozen legacy behavior

Relates to #34
Relates to #35

Test plan

  • make check
  • make coverage
  • validate v13 scenario, stream, journal, strategy, and conformance schemas

@fallblu
fallblu merged commit 3422372 into develop Aug 22, 2026
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@fallblu
fallblu deleted the feat/conservative-bar-execution branch August 22, 2026 20:18
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