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NautilusTrader 1.150.0 Beta
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v1.150.0
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NautilusTrader 1.150.0 Beta

Released on August 15th 2022 (UTC).

Breaking Changes

  • BacktestEngine now required venues to be added prior to instruments
  • BacktestEngine now requires instruments to be added prior to data
  • Renamed Ladder.reverse -> Ladder.is_reversed
  • Portfolio performance now displays commissions as a negative

Enhancements

  • Added initial backtest config validation for instrument vs venue
  • Added initial sandbox execution client, thanks @limx0
  • Added leverage options for BacktestVenueConfig, thanks @miller-moore
  • Allow Trader to run without strategies loaded
  • Integrated core Rust clock and timer
  • De-cythonize InstrumentProvider base class

Fixes

  • Fixed double counting of commissions for single-currency and multi-currency accounts #657

Contributors

limx0 and miller-moore
Assets 12
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