v1.158.0
nautechsystems/nautilus_traderv1.158.0Nov 3, 2022by github-actions[bot]
AI Summary
Beta release adding reconciliation config controls and improving backtest clock accuracy.
Key Highlights
- Added `LiveExecEngineConfig.reconciliation` boolean flag.
- Improved accuracy of clocks for backtests.
- Improved risk engine checks for `reduce_only` orders.
Breaking Changes
- Added `LiveExecEngineConfig.reconciliation` boolean flag
- Removed `LiveExecEngineConfig.reconciliation_auto`
- All Redis keys have changed to a lowercase convention
- Removed several Hilbert indicators
New Features
- Added `Actor.request_instruments(...)` method
- Added `Order.would_reduce_only(...)` method
- Extended instrument(s) Req/Res handling for `DataClient` and `Actor`
Full Release Notes
# NautilusTrader 1.158.0 Beta Released on 3rd November 2022 (UTC). ### Breaking Changes - Added `LiveExecEngineConfig.reconciliation` boolean flag to control if reconciliation is active - Removed `LiveExecEngineConfig.reconciliation_auto` (unclear naming and concept) - All Redis keys have changed to a lowercase convention (please either migrate or flush your Redis) - Removed `BidAskMinMax` indicator (to reduce total package size) - Removed `HilbertPeriod` indicator (to reduce total package size) - Removed `HilbertSignalNoiseRatio` indicator (to reduce total package size) - Removed `HilbertTransform` indicator (to reduce total package size) ### Enhancements - Improved accuracy of clocks for backtests (all clocks will now match generated `TimeEvent`s) - Improved risk engine checks for `reduce_only` orders - Added `Actor.request_instruments(...)` method - Added `Order.would_reduce_only(...)` method - Extended instrument(s) Req/Res handling for `DataClient` and `Actor ### Fixes - Fixed memory management for Rust backing structs (now being properly freed)