github nautechsystems/nautilus_trader v1.124.0
NautilusTrader 1.124.0 Beta

latest releases: v1.221.0, v1.220.0, v1.219.0...
4 years ago

NautilusTrader 1.124.0 Beta - Release Notes

This release sees the expansion of pre-trade risk check options (see
RiskEngine class documentation). There has also been extensive 'under the
hood' code cleanup and consolidation.

Breaking Changes

  • Renamed Position.opened_timestamp_ns to ts_opened_ns.
  • Renamed Position.closed_timestamp_ns to ts_closed_ns.
  • Renamed Position.open_duration_ns to duration_ns.
  • Renamed Loggers bypass_logging to bypass.
  • Refactored PositionEvent types.

Enhancements

  • Add pre-trade risk checks to RiskEngine iteration 2.
  • Improve Throttler functionality and performance.
  • Removed redundant OrderInvalid state and associated code.
  • Improve analysis reports.

Fixes

  • PnL calculations for CASH account types.
  • Various event serializations.

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