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NautilusTrader 1.182.0 Beta
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@github-actions github-actions released this 24 Dec 05:52
v1.182.0
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NautilusTrader 1.182.0 Beta

Released on 23rd December 2023 (UTC).

Enhancements

  • Added CacheDatabaseFacade and CacheDatabaseAdapter to abstract backing technology from Python codebase
  • Added RedisCacheDatabase implemented in Rust with separate MPSC channel thread for insert, update and delete operations
  • Added TA-Lib integration, thanks @rsmb7z
  • Added OrderBookDelta and OrderBookDeltas to serializable and publishable types
  • Moved PortfolioFacade to Actor
  • Improved Actor and Strategy usability to be more lenient to mistaken calls to clock and logger from the constructor (warnings also added to docs)
  • Removed redis and hiredis dependencies from Python codebase

Breaking Changes

  • Changed configuration objects to take stronger types as these are now serializable when registered (rather than primitives)
  • Changed NautilusKernelConfig.trader_id to type TraderId
  • Changed BacktestDataConfig.instrument_id to type InstrumentId
  • Changed ActorConfig.component_id to type ComponentId | None
  • Changed StrategyConfig.strategy_id to type StrategyId | None
  • Changed Instrument, OrderFilled and AccountState info field serialization due below fix (you'll need to flush your cache)
  • Changed CacheConfig to take a DatabaseConfig (better symmetry with MessageBusConfig)
  • Changed RedisCacheDatabase data structure for currencies from hashset to simpler key-value (you'll need to clear cache or delete all curreny keys)
  • Changed Actor state loading to now use the standard Serializer
  • Renamed register_json_encoding to register_config_encoding
  • Renamed register_json_decoding to register_config_decoding
  • Removed CacheDatabaseConfig (due above config change)
  • Removed infrastructure subpackage (now redundant with new Rust implementation)

Fixes

  • Fixed json encoding for CacheDatabaseAdapter from info field serialization fix below
  • Fixed Instrument, OrderFilled and AccountState info field serialization to retain JSON serializable dicts (rather than double encoding and losing information)
  • Fixed Binance Futures good_till_date value when time_in_force not GTD, such as when strategy is managing the GTD (was incorrectly passing through UNIX milliseconds)
  • Fixed Executor handling of queued task IDs (was not discarding from queued tasks on completion)
  • Fixed DataEngine handling of order book snapshots with very small intervals (now handles as short as 20 milliseconds)
  • Fixed BacktestEngine.clear_actors(), BacktestEngine.clear_strategies() and BacktestEngine.clear_exec_algorithms(), thanks for reporting @davidsblom
  • Fixed BacktestEngine OrderEmulator reset, thanks @davidsblom
  • Fixed Throttler.reset and reset of RiskEngine throttlers, thanks @davidsblom

Contributors

davidsblom and rsmb7z
Assets 15
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