v1.154.0

nautechsystems/nautilus_traderv1.154.0Sep 14, 2022by github-actions[bot]

AI Summary

Introduces new order types like MARKET_TO_LIMIT, initial Rust parquet integration, and updates configuration defaults for cash positions.

Key Highlights

Added `MARKET_TO_LIMIT` order implementation
Added `PsychologicalLine` indicator
Added initial Rust parquet integration
De-cythonized live data and execution client base classes

Breaking Changes

Changed `ExecEngineConfig` `allow_cash_positions` default to `True`
Removed `check` param from `Bar`

New Features

Added `MARKET_TO_LIMIT` order implementation for `SimulatedExchange`
Added `PsychologicalLine` indicator
Added initial Rust parquet integration
Added validation for setting leverages on `CASH` accounts

Full Release Notes

# NautilusTrader 1.154.0 Beta

Released on September 14th 2022 (UTC).

### Breaking Changes
- Changed `ExecEngineConfig` `allow_cash_positions` default to `True` (more typical use case)
- Removed `check` param from `Bar` (always checked for simplicity)

### Enhancements
- Added `MARKET_TO_LIMIT` order implementation for `SimulatedExchange`
- Make strategy `order_id_tag` truly optional and auto incrementing
- Added PsychologicalLine indicator, thanks @graceyangfan
- Added initial Rust parquet integration, thanks @twitu and @ghill2
- Added validation for setting leverages on `CASH` accounts
- De-cythonized live data and execution client base classes for usability

### Fixes
- Fixed limit order `IOC` and `FOK` behaviour, thanks @limx0 for identifying
- Fixed FTX `CryptoFuture` instrument parsing, thanks @limx0
- Fixed missing imports in data catalog example notebook, thanks @gaugau3000
- Fixed order update behaviour, affected orders:
  - `LIMIT_IF_TOUCHED`
  - `MARKET_IF_TOUCHED`
  - `MARKET_TO_LIMIT`
  - `STOP_LIMIT`