NautilusTrader 1.171.0 Beta

Released on 30th March 2023 (UTC).

Breaking Changes

• Renamed all position net_qty fields and parameters to signed_qty (more accurate naming)
• NautilusKernelConfig removed all log_* config options (replaced by logging with LoggingConfig)
• Trading CurrencyPair instruments with a single-currency CASH account type no longer permitted (unrealistic)
• Changed PositionEvent parquet schemas (renamed net_qty field to signed_qty)

Enhancements

• Added LoggingConfig to consolidate logging configs, offering various file options and per component level filters
• Added BacktestVenueConfig.bar_execution to control whether bar data moves the matching engine markets (reinstated)
• Added optional request_id for actor data requests (aids processing responses), thanks @rsmb7z
• Added Position.signed_decimal_qty()
• Now using above signed quantity for Portfolio net position calculation, and LiveExecutionEngine reconciliation comparisons

Fixes

• Fixed BacktestEngine clock and logger handling (had a redundant extra logger and not swapping live clock in post run)
• Fixed close_position order event publishing and cache persistence for MarketOrder and SubmitOrder, thanks for reporting @rsmb7z