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<a href="https://github.com/johnbywater/quantdsl/commit/<a class=hub.com/johnbywater/quantdsl/commit/6ae8ecfe3f233d47bc7a1ade0e0abe44d0c522a4">6ae8ecfe3<a href="https://github.com/johnbywater/quantdsl/commit/6ae8ecfe3f233d47bc7a1ade0e0abe44d0c522a4">&quot;&gt;Refined market simulation generation, to identify price simulation requirements from the dependency graph, and using these requirements when simulating prices. Refined delta calculation to work with perturbations, perturbed result values, and perturbation dependencies for each call requirement. Was driving the deltas from the forward markets which was confused. The dependency graph is now traversed once, and unperturbed values can be reused when an expression doesn&amp;#39;t depend on the perturbation. Pretty much anything can be a perturbation, however at the moment perturbations are monthly delivery dates per commodity name.

(cherry picked from commit </a><a class="double-link" href="https://github.com/johnbywater/quantdsl/commit/<a class="double-link" href="https://github.com/johnbywater/quantdsl/commit/b294eaac26eaa255d06d82bc14c98c6a2416cf03">b294eaac2</a>">b294eaac2</a><a href="https://github.com/johnbywater/quantdsl/commit/6ae8ecfe3f233d47bc7a1ade0e0abe44d0c522a4">)

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