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2.11.0

Each listing now keeps its own venue’s trading hours, so one backtest can hold instruments from markets that keep different hours. Extensions can add venues, calendars and data-source addresses without patching Ziplime. Upgrading from 2.10.3
  • Single-market backtests are unchanged: a run whose listings all trade on the simulation’s own calendar gives the same results.
  • Moscow venues need zipfinam (1.26.10.1 or later). Ziplime itself ships no calendar for MISX or RTSX; without zipfinam, Moscow listings are judged by the simulation’s calendar, as before.
Results that change
  • A listing is judged by its own venue’s hours. data.can_trade asks the listing’s venue: on a daily run, whether it traded that day; on an intraday run, whether it is open that minute.
  • context.rebalance leaves a leg alone while its market is shut, instead of failing the run.
  • Ordering a listing whose market is closed now says so and names both calendars. Before, the error blamed delisting.
New: venue calendars and extension points for venues and data-source addresses — see Venues & Calendars.

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2.10.3

The first release since 1.19.16. Futures, bonds and options trade alongside equities in one portfolio; there is a command line and a local MCP server; point-in-time datasets mount straight from the Hugging Face Hub; and the same file runs live on Lime. Upgrading from 1.19.16
  • Rebuild the asset database. The schema history restarted, so a 1.19 database cannot be upgraded in place. Run ziplime ingest-assets --clear, then re-ingest your bundles.
  • Bundles are Delta Lake tables instead of plain Parquet.
  • Optional features are pip extras — mcp, huggingface, options, numba, all. See Install & Run.
Breaking API changes Results that change — each is a fix, but a result stored from 1.19 will not reproduce:
  • Next-bar execution is the default in the CLI and the MCP server. Before, handle_data saw the portfolio from before the bar’s fills, and target orders re-sent orders that had already filled.
  • Commission reaches the cost basis, for equities too.
  • Auto-close works: a listing past its auto-close date no longer stays on the books at a stale mark.
  • get_open_orders(asset) reports working orders. It used to return [].
  • Cancelled and rejected orders leave the open-order book.
  • Trading controls are enforced: set_max_position_size, set_max_order_size, set_max_order_count, set_long_only, set_asset_restrictions.
  • The first session is kept on exchanges east of UTC.
  • perf["positions"] holds snapshots, so recorded rows no longer change as the run proceeds.
  • Benchmark returns are aligned to sessions.
  • equity_slippage and future_slippage arguments of run_simulation are honoured.
  • Futures variation margin applies in both directions.
Also fixed: order_value with limit_price or stop_price, NoSlippage, PerTrade commission, running without a benchmark, and ziplime clean. The full list is in release-notes.md in the repository.