Release 1.158.0

See release notes.
nautechsystems · Nov 3, 2022 · bfa725c · bfa725c
2 parents 57f60c1 + 216e6fb
commit bfa725c
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diff --git a/Makefile b/Makefile
@@ -3,7 +3,7 @@ REGISTRY?=ghcr.io/
 IMAGE?=${REGISTRY}${PROJECT}
 GIT_TAG:=$(shell git rev-parse --abbrev-ref HEAD)
 IMAGE_FULL?=${IMAGE}:${GIT_TAG}
-EXTRAS?="ib redis"
+EXTRAS?="docker ib redis"
 .PHONY: install build clean docs format pre-commit
 .PHONY: cargo-update cargo-test cargo-test-arm64
 .PHONY: update docker-build docker-build-force docker-push

diff --git a/README.md b/README.md
@@ -155,9 +155,6 @@ To install the latest binary wheel from PyPI:
 
     pip install -U nautilus_trader
 
-To install `numpy` and `scipy` on ARM architectures such as MacBook Pro M1 / Apple Silicon, [this stackoverflow thread](https://stackoverflow.com/questions/65745683/how-to-install-scipy-on-apple-silicon-arm-m1)
-is useful.
-
 ### From Source
 Installation from source requires the `Python.h` header file, which is included in development releases such as `python-dev`.
 You'll also need the latest stable `rustc` and `cargo` to compile the Rust libraries.
@@ -190,7 +187,7 @@ as specified in the `pyproject.toml`. However, we highly recommend installing us
 
        git clone https://github.com/nautechsystems/nautilus_trader
        cd nautilus_trader
-       poetry install --no-dev
+       poetry install --only main --extras "ib redis"
 
 Refer to the [Installation Guide](https://docs.nautilustrader.io/getting_started/installation.html) for other options and further details.
 

diff --git a/RELEASES.md b/RELEASES.md
@@ -1,3 +1,28 @@
+# NautilusTrader 1.158.0 Beta
+
+Released on 3rd November (UTC).
+
+### Breaking Changes
+- Added `LiveExecEngineConfig.reconcilation` boolean flag to control if reconciliation is active
+- Removed `LiveExecEngineConfig.reconciliation_auto` (unclear naming and concept)
+- All Redis keys have changed to a lowercase convention (please either migrate or flush your Redis)
+- Removed `BidAskMinMax` indicator (to reduce total package size)
+- Removed `HilbertPeriod` indicator (to reduce total package size)
+- Removed `HilbertSignalNoiseRatio` indicator (to reduce total package size)
+- Removed `HilbertTransform` indicator (to reduce total package size)
+
+### Enhancements
+- Improved accuracy of clocks for backtests (all clocks will now match generated `TimeEvent`s)
+- Improved risk engine checks for `reduce_only` orders
+- Added `Actor.request_instruments(...)` method
+- Added `Order.would_reduce_only(...)` method
+- Extended instrument(s) Req/Res handling for `DataClient` and `Actor
+
+### Fixes
+- Fixed memory management for Rust backing structs (now being properly freed)
+
+---
+
 # NautilusTrader 1.157.0 Beta
 
 Released on 24th October (UTC).

diff --git a/docs/conf.py b/docs/conf.py
@@ -112,8 +112,8 @@
     "version_dropdown": True,
     "version_json": "_static/version.json",
     "version_info": {
-        "1.157.0 (develop)": "https://docs.nautilustrader.io",
-        "1.156.0 (latest)": "https://docs.nautilustrader.io/latest",
+        "1.158.0 (develop)": "https://docs.nautilustrader.io",
+        "1.157.0 (latest)": "https://docs.nautilustrader.io/latest",
     },
     "table_classes": ["plain"],
 }

diff --git a/docs/user_guide/advanced/emulated_orders.md b/docs/user_guide/advanced/emulated_orders.md
@@ -10,12 +10,6 @@ There is no limitation on the number of emulated orders you can have per running
 Currently only individual orders can be emulated, so it is not possible to submit contingency order lists
 for emulation (this may be supported in a future version).
 
-```{warning}
-Emulated orders which have been persisted and reactivated from a subsequent start will not
-remember any custom `position_id` or `client_id` routing instruction from the original `SubmitOrder`
-command.
-```
-
 ## Submitting for emulation
 The only requirement to emulate an order is to pass a `TriggerType` to the `emulation_trigger`
 parameter of an `Order` constructor, or `OrderFactory` creation method. The following

diff --git a/examples/live/binance_futures_market_maker.py b/examples/live/binance_futures_market_maker.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/binance_futures_testnet_ema_cross.py b/examples/live/binance_futures_testnet_ema_cross.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/binance_futures_testnet_ema_cross_with_trailing_stop.py b/examples/live/binance_futures_testnet_ema_cross_with_trailing_stop.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/binance_futures_testnet_market_maker.py b/examples/live/binance_futures_testnet_market_maker.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/binance_spot_ema_cross.py b/examples/live/binance_spot_ema_cross.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/binance_spot_market_maker.py b/examples/live/binance_spot_market_maker.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/binance_spot_testnet_ema_cross.py b/examples/live/binance_spot_testnet_ema_cross.py
@@ -40,6 +40,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/ftx_ema_cross.py b/examples/live/ftx_ema_cross.py
@@ -39,6 +39,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/ftx_ema_cross_with_trailing_stop.py b/examples/live/ftx_ema_cross_with_trailing_stop.py
@@ -39,6 +39,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/ftx_market_maker.py b/examples/live/ftx_market_maker.py
@@ -39,6 +39,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/examples/live/ftx_stop_entry_with_trailing_stop.py b/examples/live/ftx_stop_entry_with_trailing_stop.py
@@ -39,6 +39,7 @@
     trader_id="TESTER-001",
     log_level="INFO",
     exec_engine={
+        "reconciliation": True,
         "reconciliation_lookback_mins": 1440,
     },
     cache_database=CacheDatabaseConfig(type="in-memory"),

diff --git a/nautilus_core/Cargo.lock b/nautilus_core/Cargo.lock
diff --git a/nautilus_core/common/Cargo.toml b/nautilus_core/common/Cargo.toml
@@ -12,8 +12,8 @@ crate-type = ["rlib", "staticlib"]
 [dependencies]
 nautilus_core = { path = "../core" }
 nautilus_model = { path = "../model" }
-pyo3 = { version = "0.17.2" }
-chrono = "0.4.19"
+chrono = "0.4.22"
+pyo3 = { version = "0.17.3" }
 
 [features]
 extension-module = [