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v1.144.0

nautechsystems/nautilus_traderv1.144.0May 10, 2022by github-actions[bot]

AI Summary

Beta release consolidating data loading methods and renaming several components to improve consistency and usability.

Key Highlights

  • Consolidated data loading into add_data()
  • Renamed StreamingPersistence to StreamingFeatherWriter
  • Renamed PersistenceConfig to StreamingConfig

Breaking Changes

  • Removed BacktestEngine add_ticks(), add_bars() etc.
  • Renamed Position.from_order to Position.opening_order_id
  • Renamed StreamingPersistence and PersistenceConfig

New Features

  • Actor.publish_signal for generic dynamic signal data
  • WEEK and MONTH bar aggregation options
  • Added tags param to Strategy.submit_order
  • bypass_logging config option

Full Release Notes

# NautilusTrader 1.144.0 Beta

Released on 10th May 2022 (UTC).

### Breaking Changes
- Removed `BacktestEngine.add_ticks()` as redundant with `.add_data()`
- Removed `BacktestEngine.add_bars()` as redundant with `.add_data()`
- Removed `BacktestEngine.add_generic_data()` as redundant with `.add_data()`
- Removed `BacktestEngine.add_order_book_data()` as redundant with `.add_data()`
- Renamed `Position.from_order` to `Position.opening_order_id`
- Renamed `StreamingPersistence` to `StreamingFeatherWriter`
- Renamed `PersistenceConfig` to `StreamingConfig`
- Renamed `PersistenceConfig.flush_interval` to `flush_interval_ms`

### Enhancements
- Added `Actor.publish_signal` for generic dynamic signal data
- Added `WEEK` and `MONTH` bar aggregation options
- Added `Position.closing_order_id` property
- Added `tags` param to `Strategy.submit_order`
- Added optional `check_positon_exists` flag to `Strategy.submit_order`
- Eliminated all use of `unsafe` Rust and C null-terminated byte strings
- The `bypass_logging` config option will also now bypass the `BacktestEngine` logger

### Fixes
- Fixed behaviour of `IOC` and `FOK` time in force instructions
- Fixed Binance bar resolution parsing