v1.202.0
版本发布时间: 2024-09-27 20:12:50
nautechsystems/nautilus_trader最新发布版本:v1.210.0(2025-01-10 12:22:38)
NautilusTrader 1.202.0 Beta
Released on 27th September 2024 (UTC).
This will be the final release with support for Python 3.10.
The numpy
version requirement has been relaxed to >= 1.26.4.
Enhancements
- Added Polymarket decentralized prediction market integration
- Added OKX crypto exchange integration (#1951), thanks @miller-moore
- Added
BinaryOption
instrument (supports Polymarket integration) - Added
LiveExecutionEngine.inflight_check_retries
config option to limit in-flight order query attempts - Added
Symbol.root()
method for obtaining the root of parent or composite symbols - Added
Symbol.topic()
method for obtaining the subscription topic of parent or composite symbols - Added
Symbol.is_composite()
method to determine if symbol is made up of parts with period (.
) delimiters - Added
underlying
filter parameter forCache.instruments(...)
method - Added
reduce_only
parameter forStrategy.close_position(...)
method (True
by default to maintain current behavior) - Added
reduce_only
parameter forStrategy.close_all_positions(...)
method (True
by default to maintain current behavior) - Implemented flush with truncate Postgres function for
PostgresCacheDatabase
(#1928), thanks @filipmacek - Implemented file rotation for
StreamingFeatherWriter
with internal improvements usingClock
andCache
(#1954, #1961), thanks @graceyangfan - Improved dYdX execution client to use
RetryManager
for HTTP requests (#1941), thanks @davidsblom - Improved Interactive Brokers adapter to use a dynamic IB gateway
container_image
from config (#1940), thanks @rsmb7z - Improved
OrderBookDeltas
streaming and batching based on theF_LAST
flag - Standardized underscore thousands separators for backtest logging
- Updated Databento
publishers.json
Internal Improvements
- Implemented
OrderTestBuilder
to assist testing in Rust (#1952), thanks @filipmacek - Implemented quote tick processing for SimulatedExchange in Rust (#1956), thanks @filipmacek
- Implemented trade tick processing for SimulatedExchange in Rust (#1956), thanks @filipmacek
- Refined
Logger
to use unbuffered stdout/stderr writers (#1960), thanks @twitu
Breaking Changes
- Renamed
batch_size_bytes
tochunk_size
(more accurate naming for number of data points to process per chunk in backtest streaming mode) - Standardized Stop-Loss (SL) and Take-Profit (TP) param ordering for
OrderFactory.bracket(...)
including:tp_time_in_force
,tp_exec_algorithm_params
,tp_tags
,tp_client_order_id
Fixes
- Fixed
LoggingConfig
issue forlevel_file
when used withuse_pyo3=True
(was not passing through thelevel_file
setting), thanks for reporting @xt2014 - Fixed composite bar requests (#1923), thanks @faysou
- Fixed average price calculation for
ValueBarAggregator
(#1927), thanks @faysou - Fixed breaking protobuf issue by pinning
protobuf
andgrpcio
for dYdX (#1929), thanks @davidsblom - Fixed edge case where exceptions raised in
BacktestNode
prior to engine initialization would not produce logs, thanks for reporting @faysou - Fixed handling of internal server error for dYdX (#1938), thanks @davidsblom
- Fixed
BybitWebSocketClient
private channel authentication on reconnect, thanks for reporting @miller-moore - Fixed
OrderFactory.bracket(...)
param ordering forsl_time_in_force
andtp_time_in_force
, thanks for reporting @marcodambros - Fixed
Cfd
instrument Arrow schema and serialization - Fixed bar subscriptions on TWS/GW restart for Interactive Brokers (#1950), thanks @rsmb7z
- Fixed Databento parent and continuous contract subscriptions (using new symbol root)
- Fixed Databento
FuturesSpread
andOptionsSpread
instrument decoding (was not correctly handling price increments and empty underlyings) - Fixed
FuturesSpread
serialization - Fixed
OptionsSpread
serialization
1、 nautilus_trader-1.202.0-cp310-cp310-macosx_14_0_arm64.whl 65.74MB
2、 nautilus_trader-1.202.0-cp310-cp310-manylinux_2_31_x86_64.whl 60.19MB
3、 nautilus_trader-1.202.0-cp310-cp310-manylinux_2_35_x86_64.whl 59.69MB
4、 nautilus_trader-1.202.0-cp310-cp310-win_amd64.whl 30.11MB
5、 nautilus_trader-1.202.0-cp311-cp311-macosx_14_0_arm64.whl 65.8MB
6、 nautilus_trader-1.202.0-cp311-cp311-manylinux_2_31_x86_64.whl 60.24MB
7、 nautilus_trader-1.202.0-cp311-cp311-manylinux_2_35_x86_64.whl 59.73MB
8、 nautilus_trader-1.202.0-cp311-cp311-win_amd64.whl 30.17MB
9、 nautilus_trader-1.202.0-cp312-cp312-macosx_14_0_arm64.whl 65.97MB
10、 nautilus_trader-1.202.0-cp312-cp312-manylinux_2_31_x86_64.whl 60.13MB
11、 nautilus_trader-1.202.0-cp312-cp312-manylinux_2_35_x86_64.whl 59.85MB
12、 nautilus_trader-1.202.0-cp312-cp312-win_amd64.whl 30.2MB
13、 nautilus_trader-1.202.0.tar.gz 1.39MB