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NautilusTrader 1.171.0 Beta
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@github-actions github-actions released this 30 Mar 05:39
v1.171.0
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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

Contributors

rsmb7z
Assets 15
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