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v1.142.0

nautechsystems/nautilus_traderv1.142.0Apr 18, 2022by github-actions[bot]

AI Summary

Beta release renaming core classes (TradingStrategy to Strategy) and adding engine access methods, along with millisecond bar support.

Key Highlights

  • Renamed TradingStrategy to Strategy
  • Added BacktestNode.get_engines() method
  • Added support for millisecond bar aggregation

Breaking Changes

  • BacktestNode now requires configs at initialization
  • Renamed TradingStrategy and TradingStrategyConfig
  • Removed redundant realized_points concept

New Features

  • BacktestNode.get_engines() method
  • Actor.request_instrument() method
  • Cache.snapshot_position() method
  • Millisecond bar aggregation support
  • Binance Spot/Margin external order handling
  • Configurable debug mode for engines

Full Release Notes

# NautilusTrader 1.142.0 Beta

Released on 17th April 2022 (UTC).

### Breaking Changes
- `BacktestNode` now requires configs at initialization
- Removed `run_configs` param from `BacktestNode.run()` method
- Removed `return_engine` flag
- Renamed `TradingStrategy` to `Strategy`
- Renamed `TradingStrategyConfig` to `StrategyConfig`
- Changes to configuration object import paths
- Removed redundant `realized_points` concept from `Position`

### Enhancements
- Added `BacktestNode.get_engines()` method
- Added `BacktestNode.get_engine(run_config_id)` method
- Added `Actor.request_instrument()` method (also applies to `Strategy`)
- Added `Cache.snapshot_position()` method
- All configuration objects can now be imported directly from `nautilus_trader.config`
- Execution engine now takes snapshots of closed netted positions
- Performance statistics now based on total positions and snapshots
- Added Binance Spot/Margin external order handling
- Added support for millisecond bar aggregation
- Added configurable `debug` mode for engines (with extra debug logging)
- Improved annualized portfolio statistics with configurable period

### Fixes
None