Execution and Simulation Engine for Trading Strategies
Overview
An R-native trading simulation package with a C++ execution core that turns strategy intentions and explicit orders into simulated trades, positions, cash, profit and loss, risk, and performance outputs under configurable execution, margin, funding, and cost assumptions. The package provides historical replay, incremental exchange stepping, durable event tables, append-only agent command logs, registered assets, per-agent shared-cash cross-margin live accounts, AI agent competitors, scheduled live-feed stepping, strategy-backed AI agents with diagnostics, calibrated and coordinated multi-asset market simulation with static covariance, AR-GARCH, factor, and regime models, durable per-feed simulation state, profile-aware heterogeneous inventory and margin execution with atomic mixed-profile order groups, optional portfolio-margin enforcement through a multi-asset C++ step kernel, local live-service APIs, import/export helpers, separate replay, live-state, and agent dashboard exports, and installed local orchestration scripts. It is designed to consume signals, order intents, or target exposure decisions from compatible strategy packages and market data from compatible adapters.
CRAN Resubmission
- Restored all graphics parameters immediately after the legacy
vec_sim_gen_plot()plotting helper exits, including error paths.
From NEWS.md in the release
Install
Health
- OK13 OKNow
- OK7 OK2026-10-09
Documentation
- Help pages
- 128 (2 internal)includes a package overview page
- Examples that run
- no examples
- Exported functions with examples
- 0%
- Documented parameters
- 93%
- Return-value docs
- 95%
- Help pages citing references
- 0%
Downloads
Repository
3 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/oliverlds/tradesimr on 2026-10-11.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Dependencies
Installing tradesimr adds 3 packages (2 with compiled code, 7.6 MB of source tarballs). Heaviest: data.table 5.7 MB, Rcpp 1.8 MB, R6 63 KB.
Code & Tests
People & History
- 0.18.7Latestfirst seen 2026-10-08 · current release ·
4 days in CRAN's queue
Listed in CRAN's incoming queue from 2026-10-03 21:57 to 2026-10-08 06:53 UTC, in 20 readings. - RR 4.6.0 released · 2026-04-24
Package metadata
- First seen
- 2026-10-08
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.2.0
- Download size
- 284 KB
Cite
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