NautilusTrader 1.144.0 Beta

Released on 10th May 2022 (UTC).

Breaking Changes

• Removed BacktestEngine.add_ticks() as redundant with .add_data()
• Removed BacktestEngine.add_bars() as redundant with .add_data()
• Removed BacktestEngine.add_generic_data() as redundant with .add_data()
• Removed BacktestEngine.add_order_book_data() as redundant with .add_data()
• Renamed Position.from_order to Position.opening_order_id
• Renamed StreamingPersistence to StreamingFeatherWriter
• Renamed PersistenceConfig to StreamingConfig
• Renamed PersistenceConfig.flush_interval to flush_interval_ms

Enhancements

• Added Actor.publish_signal for generic dynamic signal data
• Added WEEK and MONTH bar aggregation options
• Added Position.closing_order_id property
• Added tags param to Strategy.submit_order
• Added optional check_positon_exists flag to Strategy.submit_order
• Eliminated all use of unsafe Rust and C null-terminated byte strings
• The bypass_logging config option will also now bypass the BacktestEngine logger

Fixes

• Fixed behaviour of IOC and FOK time in force instructions
• Fixed Binance bar resolution parsing