Release 1.157.0

See release notes.
nautechsystems · Oct 23, 2022 · 57f60c1 · 57f60c1
2 parents 0d3b8e4 + 4a8d9ff
commit 57f60c1
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diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
@@ -13,7 +13,7 @@ jobs:
       matrix:
         arch: [x64, ARM64]
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.9", "3.10"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
@@ -55,7 +55,7 @@ jobs:
       - name: Run pre-commit
         run: pre-commit run --all-files
 
-      # Setup cached Poetry
+      # Setup Poetry caching
       - name: Get Poetry cache dir
         id: cached-poetry-dir
         run: echo "::set-output name=dir::$(poetry config cache-dir)"

diff --git a/.github/workflows/build_pr.yml b/.github/workflows/build_pr.yml
@@ -13,7 +13,7 @@ jobs:
       matrix:
         arch: [x64]
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.9", "3.10"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
@@ -55,7 +55,7 @@ jobs:
       - name: Run pre-commit
         run: pre-commit run --all-files
 
-      # Setup cached Poetry
+      # Setup Poetry caching
       - name: Get Poetry cache dir
         id: cached-poetry-dir
         run: echo "::set-output name=dir::$(poetry config cache-dir)"

diff --git a/.github/workflows/coverage.yml b/.github/workflows/coverage.yml
@@ -55,13 +55,14 @@ jobs:
 
       # Setup Poetry caching
       - name: Get Poetry cache dir
-        id: cached-poetry
+        id: cached-poetry-dir
         run: echo "::set-output name=dir::$(poetry config cache-dir)"
 
       - name: Poetry/Nox cache
+        id: cached-poetry
         uses: actions/cache@v3
         with:
-          path: ${{ steps.cached-poetry.outputs.dir }}
+          path: ${{ steps.cached-poetry-dir.outputs.dir }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       # Install and run database dependencies

diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml
@@ -18,7 +18,7 @@ jobs:
       matrix:
         arch: [x64, ARM64]
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.9", "3.10"]
     name: test-pip-install - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 
@@ -85,13 +85,14 @@ jobs:
 
       # Setup Poetry caching
       - name: Get Poetry cache dir
-        id: cached-poetry
+        id: cached-poetry-dir
         run: echo "::set-output name=dir::$(poetry config cache-dir)"
 
       - name: Poetry/Nox cache
+        id: cached-poetry
         uses: actions/cache@v3
         with:
-          path: ${{ steps.cached-poetry.outputs.dir }}
+          path: ${{ steps.cached-poetry-dir.outputs.dir }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       # Install
@@ -160,13 +161,14 @@ jobs:
 
       # Setup Poetry caching
       - name: Get Poetry cache dir
-        id: cached-poetry
+        id: cached-poetry-dir
         run: echo "::set-output name=dir::$(poetry config cache-dir)"
 
       - name: Poetry/Nox cache
+        id: cached-poetry
         uses: actions/cache@v3
         with:
-          path: ${{ steps.cached-poetry.outputs.dir }}
+          path: ${{ steps.cached-poetry-dir.outputs.dir }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       # Install / Build
@@ -175,7 +177,7 @@ jobs:
           poetry install
           poetry build --format sdist
 
-      # Set release output variables
+      # Set release output
       - name: Set output
         id: vars
         run: |
@@ -211,7 +213,7 @@ jobs:
       matrix:
         arch: [x64] # Temporarily pause ARM64 in build matrix
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.9", "3.10"]
     name: publish-wheels - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
@@ -243,13 +245,14 @@ jobs:
 
       # Setup Poetry caching
       - name: Get Poetry cache dir
-        id: cached-poetry
+        id: cached-poetry-dir
         run: echo "::set-output name=dir::$(poetry config cache-dir)"
 
       - name: Poetry/Nox cache
+        id: cached-poetry
         uses: actions/cache@v3
         with:
-          path: ${{ steps.cached-poetry.outputs.dir }}
+          path: ${{ steps.cached-poetry-dir.outputs.dir }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       # Install / Build

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -25,7 +25,7 @@ repos:
       - id: check-yaml
 
   - repo: https://github.com/codespell-project/codespell
-    rev: v2.2.1
+    rev: v2.2.2
     hooks:
       - id: codespell
         description: Checks for common misspellings.
@@ -42,31 +42,32 @@ repos:
         name: pycln (Python unused imports)
         exclude: "nautilus_trader/live/node.py|nautilus_trader/adapters/betfair/execution.py"
 
+  - repo: https://github.com/pycqa/isort
+    rev: 5.10.1
+    hooks:
+      - id: isort
+        types_or: [python, cython]
+        entry: "isort"
+        args: ["--settings-file", "pyproject.toml", "."]
+
   - repo: https://github.com/psf/black
     rev: 22.10.0
     hooks:
       - id: black
-        args: [
-            --line-length=100,
-        ]
+        types_or: [python, pyi]
+        entry: "black"
+        args: ["--config", "pyproject.toml"]
         exclude: "docs/_pygments/monokai.py"
 
-  - repo: https://github.com/pycqa/isort
-    rev: 5.10.1
-    hooks:
-      - id: isort
-        args: [
-            --combine-as,
-            --line-length=100,
-            --ensure-newline-before-comments,
-            --force-single-line-imports,
-            --single-line-exclusions=typing,
-            --trailing-comma,
-            --multi-line=3,
-            --lines-after-imports=2,
-            --use-parentheses,
-        ]
-        exclude: "nautilus_trader/core/rust"
+#  - repo: https://github.com/pre-commit/mirrors-mypy
+#    rev: v0.982
+#    hooks:
+#      - id: mypy
+#        types_or: [python, pyi]
+#        entry: "poetry"
+#        args: ["run", "mypy", "--config", "pyproject.toml"]
+#        require_serial: true
+#        exclude: "^nautilus_core/"
 
   - repo: https://github.com/pre-commit/mirrors-mypy
     rev: v0.982
@@ -82,6 +83,7 @@ repos:
             types-frozendict,
             types-pytz,
             types-redis,
+            types-requests,
             types-toml,
         ]
 

diff --git a/README.md b/README.md
@@ -15,9 +15,9 @@
 
 | Platform         | Rust      | Python |
 |:-----------------|:----------|:-------|
-| Linux (x86_64)   | `1.64.0+` | `3.8+` |
-| macOS (x86_64)   | `1.64.0+` | `3.8+` |
-| Windows (x86_64) | `1.64.0+` | `3.8+` |
+| Linux (x86_64)   | `1.64.0+` | `3.9+` |
+| macOS (x86_64)   | `1.64.0+` | `3.9+` |
+| Windows (x86_64) | `1.64.0+` | `3.9+` |
 
 - **Website:** https://nautilustrader.io
 - **Docs:** https://docs.nautilustrader.io

diff --git a/RELEASES.md b/RELEASES.md
@@ -1,3 +1,20 @@
+# NautilusTrader 1.157.0 Beta
+
+Released on 24th October (UTC).
+
+### Breaking Changes
+- None
+
+### Enhancements
+- Added experimental local order emulation for all order types (except `MARKET` and `MARKET_TO_LIMIT`) see docs
+- Added `min_latency`, `max_latency` and `avg_latency` to `HttpClient` base class
+
+### Fixes
+- Fixed Binance Spot `display_qty` for iceberg orders, thanks @JackMa
+- Fixed Binance HTTP client error logging
+
+---
+
 # NautilusTrader 1.156.0 Beta
 
 Released on 19th October 2022 (UTC).

diff --git a/build.py b/build.py
@@ -7,7 +7,6 @@
 import subprocess
 from datetime import datetime
 from pathlib import Path
-from typing import List
 
 import numpy as np
 from Cython.Build import build_ext
@@ -103,7 +102,7 @@ def _build_rust_libs() -> None:
 }
 
 
-def _build_extensions() -> List[Extension]:
+def _build_extensions() -> list[Extension]:
     # Regarding the compiler warning: #warning "Using deprecated NumPy API,
     # disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION"
     # https://stackoverflow.com/questions/52749662/using-deprecated-numpy-api
@@ -115,7 +114,7 @@ def _build_extensions() -> List[Extension]:
 
     extra_compile_args = []
     if BUILD_MODE == "release" and platform.system() != "Windows":
-        # extra_compile_args.append("-O2")  # Temporary to tweak total build size
+        extra_compile_args.append("-O1")  # Temporary to tweak total build size
         extra_compile_args.append("-pipe")
 
     extra_link_args = RUST_LIBS
@@ -145,7 +144,7 @@ def _build_extensions() -> List[Extension]:
     ]
 
 
-def _build_distribution(extensions: List[Extension]) -> Distribution:
+def _build_distribution(extensions: list[Extension]) -> Distribution:
     # Build a Distribution using cythonize()
     # Determine the build output directory
     if PROFILE_MODE:

diff --git a/docs/conf.py b/docs/conf.py
@@ -112,8 +112,8 @@
     "version_dropdown": True,
     "version_json": "_static/version.json",
     "version_info": {
-        "1.156.0 (develop)": "https://docs.nautilustrader.io",
-        "1.155.0 (latest)": "https://docs.nautilustrader.io/latest",
+        "1.157.0 (develop)": "https://docs.nautilustrader.io",
+        "1.156.0 (latest)": "https://docs.nautilustrader.io/latest",
     },
     "table_classes": ["plain"],
 }

diff --git a/docs/getting_started/installation.md b/docs/getting_started/installation.md
@@ -1,6 +1,6 @@
 # Installation
 
-The package is tested against Python 3.8, 3.9 and 3.10 on 64-bit Linux, macOS and Windows. 
+The package is tested against Python 3.9 and 3.10 on 64-bit Linux, macOS and Windows. 
 We recommend running the platform with the latest stable version of Python, and 
 in a virtual environment to isolate the dependencies.
 

diff --git a/docs/getting_started/quick_start.md b/docs/getting_started/quick_start.md
@@ -253,14 +253,13 @@ configuration and execution is the `BacktestNode` allows running multiple config
 parameters or batches of data). We are now ready to run some backtests!
 
 ```python
-from typing import List
 from nautilus_trader.backtest.node import BacktestNode
 
 
 node = BacktestNode(configs=[config])
 
  # Runs one or many configs synchronously
-results: List[BacktestResult] = node.run()
+results: list[BacktestResult] = node.run()
 ```
 
 Now that the run is complete, we can also directly query for the `BacktestEngine`(s) used internally by the `BacktestNode`