Release 1.179.0

See release notes.
nautechsystems · Oct 22, 2023 · ef4d72e · ef4d72e
2 parents ef75e5f + 8015f70
commit ef4d72e
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diff --git a/.docker/jupyterlab.dockerfile b/.docker/jupyterlab.dockerfile
@@ -1,6 +1,6 @@
 ARG GIT_TAG
 FROM ghcr.io/nautechsystems/nautilus_trader:$GIT_TAG
 COPY --from=ghcr.io/nautechsystems/nautilus_data:main /opt/pysetup/catalog /catalog
-RUN pip install jupyterlab
+RUN pip install jupyterlab datafusion
 ENV NAUTILUS_PATH="/"
 CMD ["python", "-m", "jupyterlab", "--port=8888", "--no-browser", "--ip=0.0.0.0", "--allow-root", "-NotebookApp.token=''", "--NotebookApp.password=''", "examples/notebooks"]
diff --git a/.docker/nautilus_trader.dockerfile b/.docker/nautilus_trader.dockerfile
@@ -16,13 +16,14 @@ WORKDIR $PYSETUP_PATH
 FROM base as builder
 
 # Install build deps
-RUN apt-get update && apt-get install -y curl clang git libssl-dev make pkg-config
+RUN apt-get update && \
+    apt-get install -y curl clang git libssl-dev make pkg-config && \
+    apt-get clean && \
+    rm -rf /var/lib/apt/lists/*
 
-# Install Rust stable
-RUN curl https://sh.rustup.rs -sSf | bash -s -- -y
-
-# Install poetry
-RUN curl -sSL https://install.python-poetry.org | python3 -
+# Install Rust stable and poetry
+RUN curl https://sh.rustup.rs -sSf | bash -s -- -y && \
+    curl -sSL https://install.python-poetry.org | python3 -
 
 # Install package requirements (split step and with --no-root to enable caching)
 COPY poetry.lock pyproject.toml build.py ./
@@ -36,10 +37,11 @@ COPY nautilus_trader ./nautilus_trader
 COPY README.md ./
 RUN poetry install --only main --all-extras
 RUN poetry build -f wheel
-RUN python -m pip install ./dist/*whl --force
+RUN python -m pip install ./dist/*whl --force --no-deps
 RUN find /usr/local/lib/python3.11/site-packages -name "*.pyc" -exec rm -f {} \;
 
 # Final application image
 FROM base as application
+
 COPY --from=builder /usr/local/lib/python3.11/site-packages /usr/local/lib/python3.11/site-packages
 COPY examples ./examples
diff --git a/.github/workflows/build-wheels.yml b/.github/workflows/build-wheels.yml
@@ -0,0 +1,84 @@
+name: build-wheels
+
+# Build Linux wheels on successful completion of the `coverage` workflow on the `develop` branch
+# Temporarily build wheels on every push to `develop` branch
+
+on:
+  push:
+    branches: [develop]
+
+jobs:
+  build-wheels:
+    # if: ${{ github.event.workflow_run.conclusion == 'success' }}
+    strategy:
+      fail-fast: false
+      matrix:
+        arch: [x64]
+        os: [ubuntu-latest]
+        python-version: ["3.11"]
+    name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
+    runs-on: ${{ matrix.os }}
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+
+      - name: Get Rust version from rust-toolchain.toml
+        id: rust-version
+        run: |
+          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
+          echo "Rust toolchain version $version"
+          echo "RUST_VERSION=$version" >> $GITHUB_ENV
+        working-directory: ${{ github.workspace }}
+
+      - name: Set up Rust tool-chain (stable)
+        uses: actions-rust-lang/[email protected]
+        with:
+          toolchain: ${{ env.RUST_VERSION }}
+          components: rustfmt, clippy
+
+      - name: Set up Python environment
+        uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Get Poetry version from poetry-version
+        run: |
+          version=$(cat poetry-version)
+          echo "POETRY_VERSION=$version" >> $GITHUB_ENV
+
+      - name: Install Poetry
+        uses: snok/install-poetry@v1
+        with:
+          version: ${{ env.POETRY_VERSION }}
+
+      - name: Install build dependencies
+        run: python -m pip install --upgrade pip setuptools wheel msgspec
+
+      - name: Set poetry cache-dir
+        run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV
+
+      - name: Poetry cache
+        id: cached-poetry
+        uses: actions/cache@v3
+        with:
+          path: ${{ env.POETRY_CACHE_DIR }}
+          key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
+
+      - name: Install / Build
+        run: |
+          poetry install
+          poetry build --format wheel
+
+      - name: Set release output
+        id: vars
+        run: |
+          echo "ASSET_PATH=$(find ./dist -mindepth 1 -print -quit)" >> $GITHUB_ENV
+          cd dist
+          echo "ASSET_NAME=$(printf '%s\0' * | awk 'BEGIN{RS="\0"} {print;  exit}')" >> $GITHUB_ENV
+
+      - name: Upload wheel artifact
+        uses: actions/upload-artifact@v3
+        with:
+          name: ${{ env.ASSET_NAME }}
+          path: ${{ env.ASSET_PATH }}
diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
@@ -16,6 +16,9 @@ jobs:
         arch: [x64]
         os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.9", "3.10", "3.11"]
+    defaults:
+      run:
+        shell: bash
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
@@ -24,21 +27,29 @@ jobs:
 
     steps:
       - name: Checkout repository
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
+
+      - name: Get Rust version from rust-toolchain.toml
+        id: rust-version
+        run: |
+          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
+          echo "Rust toolchain version $version"
+          echo "RUST_VERSION=$version" >> $GITHUB_ENV
+        working-directory: ${{ github.workspace }}
 
       - name: Set up Rust tool-chain (Linux, Windows) stable
         if: (runner.os == 'Linux') || (runner.os == 'Windows')
         uses: actions-rust-lang/[email protected]
         with:
-          toolchain: stable
+          toolchain: ${{ env.RUST_VERSION }}
           components: rustfmt, clippy
 
       # Work around as actions-rust-lang does not seem to work on macOS yet
       - name: Set up Rust tool-chain (macOS) stable
         if: runner.os == 'macOS'
         uses: actions-rs/toolchain@v1
         with:
-          toolchain: stable
+          toolchain: ${{ env.RUST_VERSION }}
           override: true
           components: rustfmt, clippy
 
@@ -47,8 +58,18 @@ jobs:
         with:
           python-version: ${{ matrix.python-version }}
 
+      - name: Get Poetry version from poetry-version
+        run: |
+          version=$(cat poetry-version)
+          echo "POETRY_VERSION=$version" >> $GITHUB_ENV
+
+      - name: Install Poetry
+        uses: snok/install-poetry@v1
+        with:
+          version: ${{ env.POETRY_VERSION }}
+
       - name: Install build dependencies
-        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.6.1 msgspec
+        run: python -m pip install --upgrade pip setuptools wheel pre-commit msgspec
 
       - name: Setup cached pre-commit
         id: cached-pre-commit
@@ -57,19 +78,14 @@ jobs:
           path: ~/.cache/pre-commit
           key: ${{ runner.os }}-${{ matrix.python-version }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
 
-      - name: Setup poetry output (Linux, macOS)
-        if: (runner.os == 'Linux') || (runner.os == 'macOS')
-        run: echo "dir=$(poetry config cache-dir)" >> $GITHUB_ENV
-
-      - name: Setup poetry output (Windows)
-        if: runner.os == 'Windows'
-        run: echo "dir=$(poetry config cache-dir)" | Out-File -FilePath $env:GITHUB_ENV -Append >> $GITHUB_ENV
+      - name: Set poetry cache-dir
+        run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV
 
       - name: Poetry cache
         id: cached-poetry
         uses: actions/cache@v3
         with:
-          path: ${{ env.dir }}
+          path: ${{ env.POETRY_CACHE_DIR }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       - name: Run pre-commit

diff --git a/.github/workflows/codeql-analysis.yml b/.github/workflows/codeql-analysis.yml
@@ -18,7 +18,9 @@ jobs:
 
     steps:
       - name: Checkout repository
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 1
 
       - name: Initialize CodeQL
         uses: github/codeql-action/init@v1

diff --git a/.github/workflows/coverage.yml b/.github/workflows/coverage.yml
@@ -19,21 +19,40 @@ jobs:
 
     steps:
       - name: Checkout repository
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
 
-      - name: Set up Rust tool-chain (stable)
+      - name: Get Rust version from rust-toolchain.toml
+        id: rust-version
+        run: |
+          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
+          echo "Rust toolchain version $version"
+          echo "RUST_VERSION=$version" >> $GITHUB_ENV
+        working-directory: ${{ github.workspace }}
+
+      - name: Set up Rust tool-chain (Linux, Windows) stable
+        if: (runner.os == 'Linux') || (runner.os == 'Windows')
         uses: actions-rust-lang/[email protected]
         with:
-          toolchain: stable
+          toolchain: ${{ env.RUST_VERSION }}
           components: rustfmt, clippy
 
       - name: Set up Python environment
         uses: actions/setup-python@v4
         with:
           python-version: ${{ matrix.python-version }}
 
+      - name: Get Poetry version from poetry-version
+        run: |
+          version=$(cat poetry-version)
+          echo "POETRY_VERSION=$version" >> $GITHUB_ENV
+
+      - name: Install Poetry
+        uses: snok/install-poetry@v1
+        with:
+          version: ${{ env.POETRY_VERSION }}
+
       - name: Install build dependencies
-        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.6.1 msgspec
+        run: python -m pip install --upgrade pip setuptools wheel pre-commit msgspec
 
       - name: Setup cached pre-commit
         id: cached-pre-commit
@@ -45,14 +64,14 @@ jobs:
       - name: Run pre-commit
         run: pre-commit run --all-files
 
-      - name: Set poetry output
-        run: echo "dir=$(poetry config cache-dir)" >> $GITHUB_ENV
+      - name: Set poetry cache-dir
+        run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV
 
       - name: Poetry cache
         id: cached-poetry
         uses: actions/cache@v3
         with:
-          path: ${{ env.dir }}
+          path: ${{ env.POETRY_CACHE_DIR }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       - name: Install Redis

diff --git a/.github/workflows/docker.yml b/.github/workflows/docker.yml
@@ -15,16 +15,29 @@ jobs:
 
     steps:
       - name: Checkout repository
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 1
+
+      - name: Free Disk Space (Ubuntu)
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          android: false
+          dotnet: false
+          haskell: false
+          large-packages: true
+          docker-images: true
+          swap-storage: true
 
       - name: Set up QEMU
-        uses: docker/setup-qemu-action@v1
+        uses: docker/setup-qemu-action@v3
 
       - name: Set up Docker Buildx
-        uses: docker/setup-buildx-action@v1
+        uses: docker/setup-buildx-action@v3
 
       - name: Login to GHCR
-        uses: docker/login-action@v1
+        uses: docker/login-action@v3
         with:
           registry: ghcr.io
           username: ${{ github.repository_owner }}
@@ -37,7 +50,7 @@ jobs:
       - name: Build nautilus_trader image (develop)
         if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
         id: docker_build_trader_develop
-        uses: docker/build-push-action@v2
+        uses: docker/build-push-action@v5
         with:
           file: ".docker/nautilus_trader.dockerfile"
           push: true
@@ -50,7 +63,7 @@ jobs:
       - name: Build nautilus_trader image (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
         id: docker_build_trader_latest
-        uses: docker/build-push-action@v2
+        uses: docker/build-push-action@v5
         with:
           file: ".docker/nautilus_trader.dockerfile"
           push: true
@@ -63,7 +76,7 @@ jobs:
       - name: Build jupyterlab image (develop)
         if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
         id: docker_build_jupyterlab_develop
-        uses: docker/build-push-action@v2
+        uses: docker/build-push-action@v5
         with:
           file: ".docker/jupyterlab.dockerfile"
           push: true
@@ -78,7 +91,7 @@ jobs:
       - name: Build jupyterlab image (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
         id: docker_build_jupyterlab_latest
-        uses: docker/build-push-action@v2
+        uses: docker/build-push-action@v5
         with:
           file: ".docker/jupyterlab.dockerfile"
           push: true