v1.150.0

nautechsystems/nautilus_traderv1.150.0Aug 15, 2022by github-actions[bot]

AI Summary

Introduces sandbox execution and core Rust clock integration, while enforcing stricter ordering requirements for backtest configuration.

Key Highlights

Added initial sandbox execution client
Integrated core Rust clock and timer
Added leverage options for `BacktestVenueConfig`
Portfolio performance now displays commissions as a negative

Breaking Changes

`BacktestEngine` now requires venues to be added prior to instruments
`BacktestEngine` now requires instruments to be added prior to data
Renamed `Ladder.reverse` -> `Ladder.is_reversed`

New Features

Added initial backtest config validation for instrument vs venue
Added initial sandbox execution client
Added leverage options for `BacktestVenueConfig`
Allow `Trader` to run without strategies loaded
De-cythonize `InstrumentProvider` base class

Full Release Notes

# NautilusTrader 1.150.0 Beta

Released on August 15th 2022 (UTC).

### Breaking Changes
- `BacktestEngine` now required venues to be added prior to instruments
- `BacktestEngine` now requires instruments to be added prior to data
- Renamed `Ladder.reverse` -> `Ladder.is_reversed`
- Portfolio performance now displays commissions as a negative

### Enhancements
- Added initial backtest config validation for instrument vs venue
- Added initial sandbox execution client, thanks @limx0 
- Added leverage options for `BacktestVenueConfig`, thanks @miller-moore
- Allow `Trader` to run without strategies loaded
- Integrated core Rust clock and timer
- De-cythonize `InstrumentProvider` base class

### Fixes
- Fixed double counting of commissions for single-currency and multi-currency accounts #657