Package evaluation to test RefinedSlippage on Julia 1.14.0-DEV.1688 (ee54f91d68*) started at 2026-02-10T08:41:12.813


################################################################################
# Set-up
#

Installing PkgEval dependencies (TestEnv)...
  Activating project at `~/.julia/environments/v1.14`

Set-up completed after 12.59s


################################################################################
# Installation
#

Installing RefinedSlippage...
   Resolving package versions...
   Installed PlotlyJS ─ v0.18.17
   Installed WebIO ──── v0.8.21
    Updating `~/.julia/environments/v1.14/Project.toml`
  [f102acab] + RefinedSlippage v0.1.0
    Updating `~/.julia/environments/v1.14/Manifest.toml`
  [a4c015fc] + ANSIColoredPrinters v0.0.1
  [1520ce14] + AbstractTrees v0.4.5
  [66dad0bd] + AliasTables v1.1.3
  [7d9fca2a] + Arpack v0.5.4
  [bf4720bc] + AssetRegistry v0.1.1
  [d1d4a3ce] + BitFlags v0.1.9
  [ad839575] + Blink v0.12.9
  [e1450e63] + BufferedStreams v1.2.2
  [aaaa29a8] + Clustering v0.15.8
  [944b1d66] + CodecZlib v0.7.8
  [35d6a980] + ColorSchemes v3.31.0
  [3da002f7] + ColorTypes v0.12.1
  [c3611d14] + ColorVectorSpace v0.11.0
  [5ae59095] + Colors v0.13.1
  [34da2185] + Compat v4.18.1
  [f0e56b4a] + ConcurrentUtilities v2.5.0
  [187b0558] + ConstructionBase v1.6.0
  [a8cc5b0e] + Crayons v4.1.1
  [9a962f9c] + DataAPI v1.16.0
  [a93c6f00] + DataFrames v1.8.1
⌅ [864edb3b] + DataStructures v0.18.22
  [e2d170a0] + DataValueInterfaces v1.0.0
  [e7dc6d0d] + DataValues v0.4.13
  [8bb1440f] + DelimitedFiles v1.9.1
  [b4f34e82] + Distances v0.10.12
  [31c24e10] + Distributions v0.25.123
  [ffbed154] + DocStringExtensions v0.9.5
⌅ [e30172f5] + Documenter v0.27.25
  [460bff9d] + ExceptionUnwrapping v0.1.11
  [e2ba6199] + ExprTools v0.1.10
  [5789e2e9] + FileIO v1.18.0
⌅ [8fc22ac5] + FilePaths v0.8.3
  [48062228] + FilePathsBase v0.9.24
  [1a297f60] + FillArrays v1.16.0
  [817d07cb] + FixedPointAcceleration v1.1.1
  [53c48c17] + FixedPointNumbers v0.8.5
  [de31a74c] + FunctionalCollections v0.5.0
  [38e38edf] + GLM v1.9.3
  [cd3eb016] + HTTP v1.10.19
  [9fb69e20] + Hiccup v0.2.2
  [c79ce38c] + HighFrequencyCovariance v0.5.3
  [34004b35] + HypergeometricFunctions v0.3.28
⌅ [b5f81e59] + IOCapture v0.2.5
  [842dd82b] + InlineStrings v1.4.5
  [41ab1584] + InvertedIndices v1.3.1
  [92d709cd] + IrrationalConstants v0.2.6
  [82899510] + IteratorInterfaceExtensions v1.0.0
  [692b3bcd] + JLLWrappers v1.7.1
  [97c1335a] + JSExpr v0.5.4
⌅ [682c06a0] + JSON v0.21.4
  [7d188eb4] + JSONSchema v1.5.0
  [b964fa9f] + LaTeXStrings v1.4.0
  [50d2b5c4] + Lazy v0.15.1
  [2ab3a3ac] + LogExpFunctions v0.3.29
  [e6f89c97] + LoggingExtras v1.2.0
  [1914dd2f] + MacroTools v0.5.16
  [739be429] + MbedTLS v1.1.9
  [e1d29d7a] + Missings v1.2.0
  [78c3b35d] + Mocking v0.8.1
  [6f286f6a] + MultivariateStats v0.10.3
  [ffc61752] + Mustache v1.0.21
  [a975b10e] + Mux v1.0.2
  [b8a86587] + NearestNeighbors v0.4.27
  [2bd173c7] + NodeJS v2.0.0
  [b7351bd1] + NonNegLeastSquares v0.4.1
  [510215fc] + Observables v0.5.5
  [4d8831e6] + OpenSSL v1.6.1
  [bac558e1] + OrderedCollections v1.8.1
  [90014a1f] + PDMats v0.11.37
  [d96e819e] + Parameters v0.12.3
  [69de0a69] + Parsers v2.8.3
  [fa939f87] + Pidfile v1.3.0
  [a03496cd] + PlotlyBase v0.8.23
  [f0f68f2c] + PlotlyJS v0.18.17
  [f2990250] + PlotlyKaleido v2.3.1
  [2dfb63ee] + PooledArrays v1.4.3
  [aea7be01] + PrecompileTools v1.3.3
  [21216c6a] + Preferences v1.5.1
  [08abe8d2] + PrettyTables v3.1.2
  [43287f4e] + PtrArrays v1.3.0
  [1fd47b50] + QuadGK v2.11.2
  [189a3867] + Reexport v1.2.2
  [f102acab] + RefinedSlippage v0.1.0
  [ae029012] + Requires v1.3.1
  [79098fc4] + Rmath v0.9.0
  [65e68595] + SchumakerSpline v1.5.0
  [6c6a2e73] + Scratch v1.3.0
  [91c51154] + SentinelArrays v1.4.9
  [efcf1570] + Setfield v1.1.2
  [1277b4bf] + ShiftedArrays v2.0.0
  [777ac1f9] + SimpleBufferStream v1.2.0
  [ed01d8cd] + Sobol v1.5.0
  [a2af1166] + SortingAlgorithms v1.2.2
  [276daf66] + SpecialFunctions v2.6.1
  [860ef19b] + StableRNGs v1.0.4
  [90137ffa] + StaticArrays v1.9.16
  [1e83bf80] + StaticArraysCore v1.4.4
  [10745b16] + Statistics v1.11.1
  [82ae8749] + StatsAPI v1.8.0
  [2913bbd2] + StatsBase v0.34.10
  [4c63d2b9] + StatsFuns v1.5.2
  [3eaba693] + StatsModels v0.7.8
⌅ [b15139f2] + StochasticIntegrals v0.6.3
  [892a3eda] + StringManipulation v0.4.2
  [dc5dba14] + TZJData v1.5.0+2025b
  [3783bdb8] + TableTraits v1.0.1
  [382cd787] + TableTraitsUtils v1.0.2
  [bd369af6] + Tables v1.12.1
  [62fd8b95] + TensorCore v0.1.1
  [f269a46b] + TimeZones v1.22.2
  [3bb67fe8] + TranscodingStreams v0.11.3
  [30578b45] + URIParser v0.4.1
  [5c2747f8] + URIs v1.6.1
  [3a884ed6] + UnPack v1.0.2
  [368b7869] + UnivariateFunctions v1.1.1
  [239c3e63] + Vega v2.7.0
  [112f6efa] + VegaLite v3.3.0
  [0f1e0344] + WebIO v0.8.21
  [104b5d7c] + WebSockets v1.6.0
  [cc8bc4a8] + Widgets v0.6.7
⌅ [68821587] + Arpack_jll v3.5.2+0
  [f7e6163d] + Kaleido_jll v0.2.1+0
  [c8ffd9c3] + MbedTLS_jll v2.28.1010+0
  [efe28fd5] + OpenSpecFun_jll v0.5.6+0
  [f50d1b31] + Rmath_jll v0.5.1+0
  [0dad84c5] + ArgTools v1.1.2
  [56f22d72] + Artifacts v1.11.0
  [2a0f44e3] + Base64 v1.11.0
  [ade2ca70] + Dates v1.11.0
  [8ba89e20] + Distributed v1.11.0
  [f43a241f] + Downloads v1.7.0
  [7b1f6079] + FileWatching v1.11.0
  [9fa8497b] + Future v1.11.0
  [b77e0a4c] + InteractiveUtils v1.11.0
  [ac6e5ff7] + JuliaSyntaxHighlighting v1.13.0
  [b27032c2] + LibCURL v1.0.0
  [76f85450] + LibGit2 v1.11.0
  [8f399da3] + Libdl v1.11.0
  [37e2e46d] + LinearAlgebra v1.13.0
  [56ddb016] + Logging v1.11.0
  [d6f4376e] + Markdown v1.11.0
  [a63ad114] + Mmap v1.11.0
  [ca575930] + NetworkOptions v1.3.0
  [44cfe95a] + Pkg v1.14.0
  [de0858da] + Printf v1.11.0
  [3fa0cd96] + REPL v1.11.0
  [9a3f8284] + Random v1.11.0
  [ea8e919c] + SHA v1.0.0
  [9e88b42a] + Serialization v1.11.0
  [6462fe0b] + Sockets v1.11.0
  [2f01184e] + SparseArrays v1.13.0
  [f489334b] + StyledStrings v1.13.0
  [4607b0f0] + SuiteSparse
  [fa267f1f] + TOML v1.0.3
  [a4e569a6] + Tar v1.10.0
  [8dfed614] + Test v1.11.0
  [cf7118a7] + UUIDs v1.11.0
  [4ec0a83e] + Unicode v1.11.0
  [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1
  [deac9b47] + LibCURL_jll v8.18.0+0
  [e37daf67] + LibGit2_jll v1.9.2+0
  [29816b5a] + LibSSH2_jll v1.11.3+1
  [14a3606d] + MozillaCACerts_jll v2025.12.2
  [4536629a] + OpenBLAS_jll v0.3.30+0
  [05823500] + OpenLibm_jll v0.8.7+0
  [458c3c95] + OpenSSL_jll v3.5.4+0
  [efcefdf7] + PCRE2_jll v10.47.0+0
  [bea87d4a] + SuiteSparse_jll v7.10.1+0
  [83775a58] + Zlib_jll v1.3.1+2
  [3161d3a3] + Zstd_jll v1.5.7+1
  [8e850b90] + libblastrampoline_jll v5.15.0+0
  [8e850ede] + nghttp2_jll v1.68.0+1
  [3f19e933] + p7zip_jll v17.7.0+0
        Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`
    Building WebIO ───→ `~/.julia/scratchspaces/44cfe95a-1eb2-52ea-b672-e2afdf69b78f/0eef0765186f7452e52236fa42ca8c9b3c11c6e3/build.log`
    Building PlotlyJS → `~/.julia/scratchspaces/44cfe95a-1eb2-52ea-b672-e2afdf69b78f/287e092914da6c91f002aafcf82a2ec065bf94a3/build.log`

Installation completed after 26.32s


################################################################################
# Precompilation
#

Precompiling PkgEval dependencies...

Precompiling package dependencies...
Precompiling packages...
  14878.4 ms  ✓ PlotlyBase → DataFramesExt
  10453.6 ms  ✓ SchumakerSpline
   6090.1 ms  ✓ GLM
   9257.8 ms  ✓ PlotlyBase → DistributionsExt
  28231.9 ms  ✓ UnivariateFunctions
  20537.9 ms  ✓ StochasticIntegrals
  29694.6 ms  ✓ HighFrequencyCovariance
  30181.1 ms  ✓ RefinedSlippage
  8 dependencies successfully precompiled in 151 seconds. 176 already precompiled.

Precompilation completed after 172.23s


################################################################################
# Testing
#

     Testing RefinedSlippage
      Status `/tmp/jl_ilvHGa/Project.toml`
  [a93c6f00] DataFrames v1.8.1
  [c79ce38c] HighFrequencyCovariance v0.5.3
  [f102acab] RefinedSlippage v0.1.0
  [860ef19b] StableRNGs v1.0.4
  [10745b16] Statistics v1.11.1
  [f269a46b] TimeZones v1.22.2
  [112f6efa] VegaLite v3.3.0
  [ade2ca70] Dates v1.11.0
  [37e2e46d] LinearAlgebra v1.13.0
  [9a3f8284] Random v1.11.0
  [8dfed614] Test v1.11.0
      Status `/tmp/jl_ilvHGa/Manifest.toml`
  [a4c015fc] ANSIColoredPrinters v0.0.1
  [1520ce14] AbstractTrees v0.4.5
  [66dad0bd] AliasTables v1.1.3
  [7d9fca2a] Arpack v0.5.4
  [bf4720bc] AssetRegistry v0.1.1
  [d1d4a3ce] BitFlags v0.1.9
  [ad839575] Blink v0.12.9
  [e1450e63] BufferedStreams v1.2.2
  [aaaa29a8] Clustering v0.15.8
  [944b1d66] CodecZlib v0.7.8
  [35d6a980] ColorSchemes v3.31.0
  [3da002f7] ColorTypes v0.12.1
  [c3611d14] ColorVectorSpace v0.11.0
  [5ae59095] Colors v0.13.1
  [34da2185] Compat v4.18.1
  [f0e56b4a] ConcurrentUtilities v2.5.0
  [187b0558] ConstructionBase v1.6.0
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.16.0
  [a93c6f00] DataFrames v1.8.1
⌅ [864edb3b] DataStructures v0.18.22
  [e2d170a0] DataValueInterfaces v1.0.0
  [e7dc6d0d] DataValues v0.4.13
  [8bb1440f] DelimitedFiles v1.9.1
  [b4f34e82] Distances v0.10.12
  [31c24e10] Distributions v0.25.123
  [ffbed154] DocStringExtensions v0.9.5
⌅ [e30172f5] Documenter v0.27.25
  [460bff9d] ExceptionUnwrapping v0.1.11
  [e2ba6199] ExprTools v0.1.10
  [5789e2e9] FileIO v1.18.0
⌅ [8fc22ac5] FilePaths v0.8.3
  [48062228] FilePathsBase v0.9.24
  [1a297f60] FillArrays v1.16.0
  [817d07cb] FixedPointAcceleration v1.1.1
  [53c48c17] FixedPointNumbers v0.8.5
  [de31a74c] FunctionalCollections v0.5.0
  [38e38edf] GLM v1.9.3
  [cd3eb016] HTTP v1.10.19
  [9fb69e20] Hiccup v0.2.2
  [c79ce38c] HighFrequencyCovariance v0.5.3
  [34004b35] HypergeometricFunctions v0.3.28
⌅ [b5f81e59] IOCapture v0.2.5
  [842dd82b] InlineStrings v1.4.5
  [41ab1584] InvertedIndices v1.3.1
  [92d709cd] IrrationalConstants v0.2.6
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.7.1
  [97c1335a] JSExpr v0.5.4
⌅ [682c06a0] JSON v0.21.4
  [7d188eb4] JSONSchema v1.5.0
  [b964fa9f] LaTeXStrings v1.4.0
  [50d2b5c4] Lazy v0.15.1
  [2ab3a3ac] LogExpFunctions v0.3.29
  [e6f89c97] LoggingExtras v1.2.0
  [1914dd2f] MacroTools v0.5.16
  [739be429] MbedTLS v1.1.9
  [e1d29d7a] Missings v1.2.0
  [78c3b35d] Mocking v0.8.1
  [6f286f6a] MultivariateStats v0.10.3
  [ffc61752] Mustache v1.0.21
  [a975b10e] Mux v1.0.2
  [b8a86587] NearestNeighbors v0.4.27
  [2bd173c7] NodeJS v2.0.0
  [b7351bd1] NonNegLeastSquares v0.4.1
  [510215fc] Observables v0.5.5
  [4d8831e6] OpenSSL v1.6.1
  [bac558e1] OrderedCollections v1.8.1
  [90014a1f] PDMats v0.11.37
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.3
  [fa939f87] Pidfile v1.3.0
  [a03496cd] PlotlyBase v0.8.23
  [f0f68f2c] PlotlyJS v0.18.17
  [f2990250] PlotlyKaleido v2.3.1
  [2dfb63ee] PooledArrays v1.4.3
  [aea7be01] PrecompileTools v1.3.3
  [21216c6a] Preferences v1.5.1
  [08abe8d2] PrettyTables v3.1.2
  [43287f4e] PtrArrays v1.3.0
  [1fd47b50] QuadGK v2.11.2
  [189a3867] Reexport v1.2.2
  [f102acab] RefinedSlippage v0.1.0
  [ae029012] Requires v1.3.1
  [79098fc4] Rmath v0.9.0
  [65e68595] SchumakerSpline v1.5.0
  [6c6a2e73] Scratch v1.3.0
  [91c51154] SentinelArrays v1.4.9
  [efcf1570] Setfield v1.1.2
  [1277b4bf] ShiftedArrays v2.0.0
  [777ac1f9] SimpleBufferStream v1.2.0
  [ed01d8cd] Sobol v1.5.0
  [a2af1166] SortingAlgorithms v1.2.2
  [276daf66] SpecialFunctions v2.6.1
  [860ef19b] StableRNGs v1.0.4
  [90137ffa] StaticArrays v1.9.16
  [1e83bf80] StaticArraysCore v1.4.4
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.8.0
  [2913bbd2] StatsBase v0.34.10
  [4c63d2b9] StatsFuns v1.5.2
  [3eaba693] StatsModels v0.7.8
⌅ [b15139f2] StochasticIntegrals v0.6.3
  [892a3eda] StringManipulation v0.4.2
  [dc5dba14] TZJData v1.5.0+2025b
  [3783bdb8] TableTraits v1.0.1
  [382cd787] TableTraitsUtils v1.0.2
  [bd369af6] Tables v1.12.1
  [62fd8b95] TensorCore v0.1.1
  [f269a46b] TimeZones v1.22.2
  [3bb67fe8] TranscodingStreams v0.11.3
  [30578b45] URIParser v0.4.1
  [5c2747f8] URIs v1.6.1
  [3a884ed6] UnPack v1.0.2
  [368b7869] UnivariateFunctions v1.1.1
  [239c3e63] Vega v2.7.0
  [112f6efa] VegaLite v3.3.0
  [0f1e0344] WebIO v0.8.21
  [104b5d7c] WebSockets v1.6.0
  [cc8bc4a8] Widgets v0.6.7
⌅ [68821587] Arpack_jll v3.5.2+0
  [f7e6163d] Kaleido_jll v0.2.1+0
  [c8ffd9c3] MbedTLS_jll v2.28.1010+0
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
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  [ade2ca70] Dates v1.11.0
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  [b77e0a4c] InteractiveUtils v1.11.0
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  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.3.0
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  [de0858da] Printf v1.11.0
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  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
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  [deac9b47] LibCURL_jll v8.18.0+0
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  [29816b5a] LibSSH2_jll v1.11.3+1
  [14a3606d] MozillaCACerts_jll v2025.12.2
  [4536629a] OpenBLAS_jll v0.3.30+0
  [05823500] OpenLibm_jll v0.8.7+0
  [458c3c95] OpenSSL_jll v3.5.4+0
  [efcefdf7] PCRE2_jll v10.47.0+0
  [bea87d4a] SuiteSparse_jll v7.10.1+0
  [83775a58] Zlib_jll v1.3.1+2
  [3161d3a3] Zstd_jll v1.5.7+1
  [8e850b90] libblastrampoline_jll v5.15.0+0
  [8e850ede] nghttp2_jll v1.68.0+1
  [3f19e933] p7zip_jll v17.7.0+0
        Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading.
     Testing Running tests...
WARNING: Method definition manually_calculate_classical_slippage(DataFrames.DataFrame, DataFrames.DataFrame) in module Main at /home/pkgeval/.julia/packages/RefinedSlippage/vMIss/test/test_classical_slippage.jl:3 overwritten at /home/pkgeval/.julia/packages/RefinedSlippage/vMIss/test/test_refined_slippage.jl:4.
================================================================================
SLIPPAGE SUMMARY (1 executions)
================================================================================

Classical Slippage:
  Mean:              545.48 bps
  Std Dev:           NaN bps
  Variance:          NaN bps^2

Refined Slippage:
  Mean:              -78.55 bps
  Std Dev:           NaN bps
  Variance:          NaN bps^2

Comparison:
  Mean difference:   -624.03 bps
  Std Dev reduction: NaN%

Spread Crossing:     58.3%
================================================================================
================================================================================
SLIPPAGE SUMMARY (1 executions)
================================================================================

Classical Slippage:
  Mean:              5.45 %
  Std Dev:           NaN %
  Variance:          NaN %^2

Refined Slippage:
  Mean:              -0.79 %
  Std Dev:           NaN %
  Variance:          NaN %^2

Comparison:
  Mean difference:   -6.24 %
  Std Dev reduction: NaN%

Spread Crossing:     58.3%
================================================================================
================================================================================
SLIPPAGE SUMMARY (1 executions)
================================================================================

Classical Slippage:
  Mean:              4205.16 USD
  Std Dev:           NaN USD
  Variance:          NaN USD^2

Refined Slippage:
  Mean:              -605.54 USD
  Std Dev:           NaN USD
  Variance:          NaN USD^2

Comparison:
  Mean difference:   -4810.69 USD
  Std Dev reduction: NaN%

Spread Crossing:     58.3%
================================================================================
================================================================================
SLIPPAGE SUMMARY (1 executions)
================================================================================

Classical Slippage:
  Mean:              -200.0 bps
  Std Dev:           NaN bps
  Variance:          NaN bps^2

Vs VWAP Slippage:
  Mean:              -150.0 bps
  Std Dev:           NaN bps
  Variance:          NaN bps^2

Spread Crossing:     0.0%
================================================================================
Test Summary:         | Pass  Total     Time
RefinedSlippage Tests |   59     59  4m25.6s
     Testing RefinedSlippage tests passed 

Testing completed after 310.16s

PkgEval succeeded after 536.21s