Starstruk Logo MarkStarstruk

v1.149.0

nautechsystems/nautilus_traderv1.149.0Jul 28, 2022by github-actions[bot]

AI Summary

Expands the indicator library and improves Interactive Brokers configuration options, while updating the Parquet catalog schema.

Key Highlights

  • Added `DirectionalMovementIndicator` indicator
  • Added `KlingerVolumeOscillator` indicator
  • Added `clientId` and `start_gateway` for IB config
  • Schema change for `Instrument.info` for `ParquetDataCatalog`

Breaking Changes

  • Schema change for `Instrument.info` for `ParquetDataCatalog`

New Features

  • Added `DirectionalMovementIndicator` indicator
  • Added `KlingerVolumeOscillator` indicator
  • Added `clientId` and `start_gateway` for IB config

Full Release Notes

# NautilusTrader 1.149.0 Beta

Released on 27th June 2022 (UTC).

### Breaking Changes
- Schema change for `Instrument.info` for `ParquetDataCatalog`

### Enhancements
- Added `DirectionalMovementIndicator` indicator, thanks @graceyangfan
- Added `KlingerVolumeOscillator` indicator, thanks @graceyangfan
- Added `clientId` and `start_gateway` for IB config, thanks @niks199

### Fixes
- Fixed macOS ARM64 build
- Fixed Binance testnet URL
- Fixed IB contract ID dict, thanks @niks199
- Fixed IB `InstrumentProvider` #685, thanks @limx0
- Fixed IB orderbook snapshots L1 value assertion #712 , thanks @limx0