NautilusTrader 1.118.0 Beta - Release Notes

This release simplifies the backtesting workflow by removing the need for the
intermediate BacktestDataContainer. There has also been some simplifications
for OrderFill events, as well as additional order states and events.

Breaking Changes

• Standardized all 'cancelled' references to 'canceled'.
• SimulatedExchange no longer generates OrderAccepted for MarketOrder.
• Removed redundant BacktestDataContainer.
• Removed redundant OrderFilled.cum_qty.
• Removed redundant OrderFilled.leaves_qty.
• BacktestEngine constructor simplified.
• BacktestMarketDataClient no longer needs instruments.
• Rename PerformanceAnalyzer.get_realized_pnls to .realized_pnls.

Enhancements

• Re-engineered BacktestEngine to take data directly.
• Added OrderState.PENDING_CANCEL.
• Added OrderState.PENDING_REPLACE.
• Added OrderPendingReplace event.
• Added OrderPendingCancel event.
• Added OrderFilled.is_buy property (with corresponding is_buy_c() fast method).
• Added OrderFilled.is_sell property (with corresponding is_sell_c() fast method).
• Added Position.is_opposite_side(OrderSide side) convenience method.
• Modified the Order FSM and event handling for the above.
• Consolidated event generation into ExecutionClient base class.
• Refactored SimulatedExchange for greater clarity.

Fixes

• ExecutionCache positions open queries.
• Exchange accounting for exchange OMSType.NETTING.
• Position flipping logic for exchange OMSType.NETTING.
• Multi-currency account terminology.
• Windows wheel packaging.
• Windows path errors.