NautilusTrader 1.150.0 Beta
Released on August 15th 2022 (UTC).
Breaking Changes
BacktestEnginenow required venues to be added prior to instrumentsBacktestEnginenow requires instruments to be added prior to data- Renamed
Ladder.reverse->Ladder.is_reversed - Portfolio performance now displays commissions as a negative
Enhancements
- Added initial backtest config validation for instrument vs venue
- Added initial sandbox execution client, thanks @limx0
- Added leverage options for
BacktestVenueConfig, thanks @miller-moore - Allow
Traderto run without strategies loaded - Integrated core Rust clock and timer
- De-cythonize
InstrumentProviderbase class
Fixes
- Fixed double counting of commissions for single-currency and multi-currency accounts #657