NautilusTrader 1.142.0 Beta

Released on 17th April 2022 (UTC).

Breaking Changes

• BacktestNode now requires configs at initialization
• Removed run_configs param from BacktestNode.run() method
• Removed return_engine flag
• Renamed TradingStrategy to Strategy
• Renamed TradingStrategyConfig to StrategyConfig
• Changes to configuration object import paths
• Removed redundant realized_points concept from Position

Enhancements

• Added BacktestNode.get_engines() method
• Added BacktestNode.get_engine(run_config_id) method
• Added Actor.request_instrument() method (also applies to Strategy)
• Added Cache.snapshot_position() method
• All configuration objects can now be imported directly from nautilus_trader.config
• Execution engine now takes snapshots of closed netted positions
• Performance statistics now based on total positions and snapshots
• Added Binance Spot/Margin external order handling
• Added support for millisecond bar aggregation
• Added configurable debug mode for engines (with extra debug logging)
• Improved annualized portfolio statistics with configurable period

Fixes

None