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v1.171.0

nautechsystems/nautilus_traderv1.171.0Mar 30, 2023by github-actions[bot]

AI Summary

Standardizes quantity terminology by renaming `net_qty` to `signed_qty` across positions and introduces a centralized `LoggingConfig`.

Key Highlights

  • Renamed all position `net_qty` fields and parameters to `signed_qty`.
  • Added `LoggingConfig` to consolidate logging configs with file options and filters.
  • Added `BacktestVenueConfig.bar_execution` to control whether bar data moves markets.

Breaking Changes

  • Renamed all position `net_qty` fields and parameters to `signed_qty`.
  • `NautilusKernelConfig` removed all `log_*` config options.
  • Trading `CurrencyPair` instruments with a single-currency `CASH` account type no longer permitted.
  • Changed `PositionEvent` parquet schemas (renamed `net_qty` to `signed_qty`).

New Features

  • Added optional `request_id` for actor data requests.
  • Added `Position.signed_decimal_qty()`.
  • Now using signed quantity for `Portfolio` net position calculation.

Full Release Notes

# NautilusTrader 1.171.0 Beta

Released on 30th March 2023 (UTC).

### Breaking Changes
- Renamed all position `net_qty` fields and parameters to `signed_qty` (more accurate naming)
- `NautilusKernelConfig` removed all `log_*` config options (replaced by `logging` with `LoggingConfig`)
- Trading `CurrencyPair` instruments with a _single-currency_ `CASH` account type no longer permitted (unrealistic)
- Changed `PositionEvent` parquet schemas (renamed `net_qty` field to `signed_qty`)

### Enhancements
- Added `LoggingConfig` to consolidate logging configs, offering various file options and per component level filters
- Added `BacktestVenueConfig.bar_execution` to control whether bar data moves the matching engine markets (reinstated)
- Added optional `request_id` for actor data requests (aids processing responses), thanks @rsmb7z
- Added `Position.signed_decimal_qty()`
- Now using above signed quantity for `Portfolio` net position calculation, and `LiveExecutionEngine` reconciliation comparisons

### Fixes
- Fixed `BacktestEngine` clock and logger handling (had a redundant extra logger and not swapping live clock in post run)
- Fixed `close_position` order event publishing and cache persistence for `MarketOrder` and `SubmitOrder`, thanks for reporting @rsmb7z