Release 1.165.0

See release notes.
nautechsystems · Jan 14, 2023 · d54c97a · d54c97a
2 parents 46611e7 + 0b70ec2
commit d54c97a
Show file tree

Hide file tree

Showing 1,062 changed files with 12,628 additions and 11,555 deletions.
diff --git a/.docker/nautilus_trader.dockerfile b/.docker/nautilus_trader.dockerfile
@@ -16,7 +16,7 @@ WORKDIR $PYSETUP_PATH
 FROM base as builder
 
 # Install build deps
-RUN apt-get update && apt-get install -y gcc curl
+RUN apt-get update && apt-get install -y clang curl
 
 # Install Rust stable
 RUN curl https://sh.rustup.rs -sSf | bash -s -- -y

diff --git a/.dockerignore b/.dockerignore
@@ -25,19 +25,6 @@
 .idea/**/gradle.xml
 .idea/**/libraries
 
-# Gradle and Maven with auto-import
-# When using Gradle or Maven with auto-import, you should exclude module files,
-# since they will be recreated, and may cause churn.  Uncomment if using
-# auto-import.
-# .idea/artifacts
-# .idea/compiler.xml
-# .idea/jarRepositories.xml
-# .idea/modules.xml
-# .idea/*.iml
-# .idea/modules
-# *.iml
-# *.ipr
-
 # CMake
 cmake-build-*/
 
@@ -159,7 +146,7 @@ ipython_config.py
 # pyenv
 #   For a library or package, you might want to ignore these files since the code is
 #   intended to run in multiple environments; otherwise, check them in:
-# .python-version
+.python-version
 
 # pipenv
 #   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.

diff --git a/.gitattributes b/.gitattributes
@@ -1,6 +1,8 @@
 # Set standard UNIX/Linux/MacOSX line endings.
-* text eol=lf
+* text=auto eol=lf
 
 # Denote all files that are truly binary and should not be modified.
 *.png binary
+*.ico binary
 *.jpg binary
+*.bz2 binary
diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
@@ -11,8 +11,8 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        arch: [x64, ARM64]
-        os: [ubuntu-latest, macos-latest]
+        arch: [x64]
+        os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.9", "3.10", "3.11"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
@@ -23,6 +23,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3
@@ -111,7 +119,7 @@ jobs:
       - name: Run tests (Windows)
         if: runner.os == 'Windows'
         run: |
-          poetry install --with test --extras "betfair docker ib redis"
+          poetry install --with test --all-extras
           poetry run pytest --ignore=tests/performance_tests --new-first --failed-first
         env:
           PARALLEL_BUILD: false
diff --git a/.github/workflows/build_pr.yml b/.github/workflows/build_pr.yml
@@ -12,7 +12,7 @@ jobs:
       fail-fast: false
       matrix:
         arch: [x64]
-        os: [ubuntu-latest, macos-latest]
+        os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.9", "3.10", "3.11"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
@@ -23,6 +23,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3
@@ -111,7 +119,7 @@ jobs:
       - name: Run tests (Windows)
         if: runner.os == 'Windows'
         run: |
-          poetry install --with test --extras "betfair docker ib redis"
+          poetry install --with test --all-extras
           poetry run pytest --ignore=tests/performance_tests --new-first --failed-first
         env:
           PARALLEL_BUILD: false
diff --git a/.github/workflows/coverage.yml b/.github/workflows/coverage.yml
@@ -21,6 +21,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3

diff --git a/.github/workflows/docker.yml b/.github/workflows/docker.yml
@@ -33,7 +33,7 @@ jobs:
 
       - name: Get branch name
         id: branch-name
-        uses: tj-actions/branch-names@v5.2
+        uses: tj-actions/branch-names@v6
 
       # Build nautilus_trader docker image (develop)
       - name: Build nautilus_trader image (develop)

diff --git a/.github/workflows/docs.yml b/.github/workflows/docs.yml
@@ -13,6 +13,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v2
@@ -35,20 +43,14 @@ jobs:
 
       # Build project
       - name: Build project
-        run: poetry install --with docs
+        run: poetry install --with docs --all-extras
 
       - name: Get branch name
         id: branch-name
-        uses: tj-actions/[email protected]
-
-      # Build docs (develop)
-      - name: Build docs (develop)
-        if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
-        run: make docs
+        uses: tj-actions/branch-names@v6
 
-      # Build docs (latest)
-      - name: Build docs (latest)
-        if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
+      # Build docs
+      - name: Build docs
         run: make docs
 
       # Add nojeckyll
@@ -59,8 +61,21 @@ jobs:
       - name: Add CNAME
         run: echo "docs.nautilustrader.io" >> docs/build/html/CNAME
 
-      # Publish docs
-      - name: Publish docs
+      # Publish docs (develop)
+      - name: Publish docs (develop)
+        if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
+        uses: s0/git-publish-subdir-action@develop
+        env:
+          REPO: self
+          BRANCH: gh-pages
+          FOLDER: docs/build/html
+          SQUASH_HISTORY: false
+          GITHUB_TOKEN: ${{ secrets.GHPAGES_ACCESS }}
+          TARGET_DIR: develop
+
+      # Publish docs (latest)
+      - name: Publish docs (latest)
+        if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
         uses: s0/git-publish-subdir-action@develop
         env:
           REPO: self

diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml
@@ -16,7 +16,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        arch: [x64, ARM64]
+        arch: [x64]
         os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.9", "3.10", "3.11"]
     name: test-pip-install - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
@@ -26,6 +26,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3
@@ -63,6 +71,14 @@ jobs:
         with:
           fetch-depth: 2
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3
@@ -139,6 +155,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3
@@ -223,6 +247,14 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
+      # Rust setup (ensures latest stable)
+      - name: Set up Rust environment
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: stable
+          override: true
+          components: rustfmt, clippy
+
       # Cargo setup
       - name: Set up Cargo cache
         uses: actions/cache@v3

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -72,40 +72,24 @@ repos:
         args: ["--config", "pyproject.toml"]
         exclude: "docs/_pygments/monokai.py"
 
-  # - repo: https://github.com/pre-commit/mirrors-mypy
-  #   rev: v0.991
-  #   hooks:
-  #     - id: mypy
-  #       types_or: [python, pyi]
-  #       entry: "poetry"
-  #       args: ["run", "mypy", "--config", "pyproject.toml"]
-  #       require_serial: true
-  #       exclude: "^nautilus_core/"
-
   - repo: https://github.com/pre-commit/mirrors-mypy
     rev: v0.991
     hooks:
       - id: mypy
         args: [
-            --no-strict-optional,
-            --ignore-missing-imports,
-            --warn-no-return,
+          --no-strict-optional,
+          --ignore-missing-imports,
+          --warn-no-return,
         ]
         additional_dependencies: [
-            msgspec,
-            types-frozendict,
-            types-pytz,
-            types-redis,
-            types-requests,
-            types-toml,
+          msgspec,
+          types-frozendict,
+          types-pytz,
+          types-redis,
+          types-requests,
+          types-toml,
         ]
 
-  - repo: https://github.com/john-hen/Flake8-pyproject
-    rev: 1.2.2
-    hooks:
-      - id: Flake8-pyproject
-        name: flake8-pyproject
-
   - repo: https://github.com/pycqa/flake8
     rev: 6.0.0
     hooks:
@@ -117,7 +101,7 @@ repos:
           - Flake8-pyproject
 
   - repo: https://github.com/pycqa/pydocstyle
-    rev: 6.1.1
+    rev: 6.2.2
     hooks:
       - id: pydocstyle
         files: ^nautilus_trader/

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
@@ -1,42 +1,31 @@
 # Contributing to NautilusTrader
 
-Involvement from the trading community is a goal for this project. All help is welcome!
-Developers can open issues on GitHub to discuss proposed enhancements/changes, or
-to make bug reports.
+Involvement from the trading community is a goal for this project, and all help is welcome!
+To contribute, please follow these steps:
 
-It's a best practice to keep all discussions regarding changes to the codebase public.
+1. Open an issue on GitHub to discuss your proposed changes or enhancements.
 
-To contribute, the following steps should be followed;
+2. Once everyone is on the same page, take a fork of the develop branch (or ensure all upstream changes are merged).
 
-- Open an issue on GitHub to discuss your proposal.
+3. Install and set up [pre-commit](https://pre-commit.com/) to ensure that the pre-commit hook is picked up on your local machine. This will automatically run various checks, auto-formatters, and linting tools.
 
-- Once everyone is on the same page, take a fork of the `develop` branch (or ensure all upstream changes are merged).
+4. It is recommended to install Redis using the default configuration so that integration tests will pass on your machine.
 
-- Install and setup pre-commit so that the pre-commit hook will be picked up on
-  your local machine. This will automatically run various checks, auto-formatters
-  and linting tools. Further information can be found here <https://pre-commit.com/>.
+5. Open a pull request (PR) on the `develop` branch with a summary comment.
 
-- It's recommended you install Redis using the default configuration, so that integration
-  tests will pass on your machine.
-
-- Open a pull request (PR) on the `develop` branch with a summary comment.
-
-- The CI system will run the full test-suite over your code including all unit and integration tests, so please include appropriate tests
+6. The CI system will run the full test-suite over your code including all unit and integration tests, so please include appropriate tests
   with the PR.
 
-- [Codacy](https://www.codacy.com/) will perform an automated code review. Please
+7. [Codacy](https://www.codacy.com/) will perform an automated code review. Please
   fix any issues which cause a failed check, and add the commit to your PR.
 
-- You'll also be required to sign a standard Contributor License Agreement (CLA), which is
-  administered automatically through CLAassisant.
+8. You will also be required to sign a standard Contributor License Agreement (CLA), which is administered automatically through [CLA Assistant](https://cla-assistant.io/).
 
-- We will endeavour to review your code expeditiously, there may be some
-  feedback on needed changes before merging.
+9. We will review your code as quickly as possible and may provide feedback on needed changes before merging.
 
 ## Tips
 
-- Conform to the established coding practices, see _Coding Standards_ in the
-  [Developer Guide](https://docs.nautilustrader.io/developer_guide/index.html).
+- Follow the established coding practices outlined in the [Developer Guide](https://docs.nautilustrader.io/developer_guide/index.html).
 - Keep PR's small and focused.
 - Reference the related GitHub issue(s) in the PR comment.