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v1.152.0

nautechsystems/nautilus_traderv1.152.0Sep 1, 2022by github-actions[bot]

AI Summary

Refines configuration naming conventions and introduces new trailing stop order implementations for the simulated exchange.

Key Highlights

  • Added `TRAILING_STOP_MARKET` order implementation
  • Added `TRAILING_STOP_LIMIT` order implementation
  • Renamed `offset_type` to `trailing_offset_type`
  • Added all simulated exchange options to `BacktestVenueConfig`

Breaking Changes

  • Renamed `offset_type` to `trailing_offset_type`
  • Renamed `is_frozen_account` -> `frozen_account`
  • Removed `bar_execution` from config API

New Features

  • Added `TRAILING_STOP_MARKET` order implementation for `SimulatedExchange`
  • Added `TRAILING_STOP_LIMIT` order implementation for `SimulatedExchange`
  • Added all simulated exchange options to `BacktestVenueConfig`

Full Release Notes

# NautilusTrader 1.152.0 Beta

Released on September 1st 2022 (UTC).

### Breaking Changes
- Renamed `offset_type` to `trailing_offset_type`
- Renamed `is_frozen_account` -> `frozen_account`
- Removed `bar_execution` from config API (implicitly turned on with bars currently)

### Enhancements
- Added `TRAILING_STOP_MARKET` order implementation for `SimulatedExchange`
- Added `TRAILING_STOP_LIMIT` order implementation for `SimulatedExchange`
- Added all simulated exchange options to `BacktestVenueConfig`

### Fixes
- Fixed creation and caching of order book on subscribing to deltas, thanks @limx0
- Fixed use of `LoopTimer` in live clock for trading node, thanks @sidnvy
- Fixed order cancels for IB adapter, thanks @limx0