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v1.148.0

nautechsystems/nautilus_traderv1.148.0Jun 30, 2022by github-actions[bot]

AI Summary

Significant performance improvements through Rust porting of core bar objects and adds a DataCatalog interface for Parquet data.

Key Highlights

  • Ported core bar objects to Rust
  • Improved core `unix_nanos_to_iso8601` performance by 30%
  • Added `DataCatalog` interface for `ParquetDataCatalog`
  • Added multiple new technical indicators (Aroon, Archer, DEMA, Wilder, CMO, VHF, Bias)

New Features

  • Ported core bar objects to Rust
  • Added `DataCatalog` interface for `ParquetDataCatalog`
  • Added `AroonOscillator` indicator
  • Added `ArcherMovingAveragesTrends` indicator
  • Added `DoubleExponentialMovingAverage` indicator
  • Added `WilderMovingAverage` indicator
  • Added `ChandeMomentumOscillator` indicator
  • Added `VerticalHorizontalFilter` indicator
  • Added `Bias` indicator

Full Release Notes

# NautilusTrader 1.148.0 Beta

Released on 30th June 2022 (UTC).

### Breaking Changes
None

### Enhancements
- Ported core bar objects to Rust thanks @ghill2
- Improved core `unix_nanos_to_iso8601` performance by 30% thanks @ghill2
- Added `DataCatalog` interface for `ParquetDataCatalog` thanks @jordanparker6
- Added `AroonOscillator` indicator thanks @graceyangfan
- Added `ArcherMovingAveragesTrends` indicator thanks @graceyangfan
- Added `DoubleExponentialMovingAverage` indicator thanks @graceyangfan
- Added `WilderMovingAverage` indicator thanks @graceyangfan
- Added `ChandeMomentumOscillator` indicator thanks @graceyangfan
- Added `VerticalHorizontalFilter` indicator thanks @graceyangfan
- Added `Bias` indicator thanks @graceyangfan

### Fixes
None