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NautilusTrader 1.154.0 Beta
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@github-actions github-actions released this 14 Sep 10:33
v1.154.0
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NautilusTrader 1.154.0 Beta

Released on September 14th 2022 (UTC).

Breaking Changes

  • Changed ExecEngineConfig allow_cash_positions default to True (more typical use case)
  • Removed check param from Bar (always checked for simplicity)

Enhancements

  • Added MARKET_TO_LIMIT order implementation for SimulatedExchange
  • Make strategy order_id_tag truly optional and auto incrementing
  • Added PsychologicalLine indicator, thanks @graceyangfan
  • Added initial Rust parquet integration, thanks @twitu and @ghill2
  • Added validation for setting leverages on CASH accounts
  • De-cythonized live data and execution client base classes for usability

Fixes

  • Fixed limit order IOC and FOK behaviour, thanks @limx0 for identifying
  • Fixed FTX CryptoFuture instrument parsing, thanks @limx0
  • Fixed missing imports in data catalog example notebook, thanks @gaugau3000
  • Fixed order update behaviour, affected orders:
    • LIMIT_IF_TOUCHED
    • MARKET_IF_TOUCHED
    • MARKET_TO_LIMIT
    • STOP_LIMIT

Contributors

gaugau3000, limx0, and 3 other contributors
Assets 12
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