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Release 1.192.0#1648

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cjdsellers merged 193 commits intomasternautechsystems/nautilus_trader:masterfrom

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May 18, 2024

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Commits on Apr 20, 2024

• Bump version

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• Fix docstring typos

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• Fix CurrencyPair.from_pyo3_c lot_size conversion (#1597)

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• Refactor order create method for Cython and Rust (#1598)

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• Add from_str pyo3 method in identifier_for_python macro (#1599)

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• Finish Instrument trait and implement sqlx trait FromRow for instruments (#1600)

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• Group sql models and code under infrastructure

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• Formatting

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• Fix clippy lints

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Commits on Apr 21, 2024

• Add additional Rust docs

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• Add release notes

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• Fix ParquetDataCatalog bar queries by instrument_id

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• Repair TestTimer tests

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• Change tags type to list[str]

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• Add Nautilus CLI (#1602)

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• Update release notes

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Commits on Apr 22, 2024

• Update dependencies

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• Optimize collection returns

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• Fix IBOrderTags list support (#1603)

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Commits on Apr 23, 2024

• Upgrade datafusion

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• Continue Cache in Rust

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• Fix clippy lints

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• Fix TimeBarAggregator.stop setting timer name to None

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• Add CFD and Commodity support for Interactive Brokers (#1604)

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• Update instrument docstrings

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Commits on Apr 24, 2024

• Betfair bugfix: Reload cache as a dict of venue and client order ids (#1608)

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• Add contract activation and expiration handling

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Commits on Apr 25, 2024

• Remove outdated symbology handling for CBOT instruments (#1609)

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• Add contract expiration order and position closing

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• Update flags description

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Commits on Apr 26, 2024

• Add Postgres cache database (#1607)

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• Add *.iml files to .gitignore (#1611)

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Commits on Apr 27, 2024

• Continue Cache in Rust

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• Fix clippy lints

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• Rename TimedeltaNanos to DurationNanos

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• Add Cache index build

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• Fix Money.from_str underscore parsing

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• Fix sandbox account initialization (#1613)

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• Add psql cache database - instruments (#1614)

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• Improve Money error messages

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• Fix OrderList display

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• Refine Cache index building

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• Add Cache methods in Rust

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Commits on Apr 28, 2024

• Improve Quantity and Price string parsing

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• Add another quote tick stub

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• Consistently use UnixNanos default

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• Continue Cache tests in Rust

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• Fix IBContractDetails parsing (#1615)

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• Fix Portfolio registration for IB (#1616)

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• Fix docker/login-action version specifier

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• Skip database infrastructure tests unless Linux

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• Remove docker services from mac-os runner

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• Only run database infrastructure tests on Linux

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• Fix GitHub workflows

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Commits on Apr 29, 2024

• Add Sandbox example with Interactive Brokers (#1618)

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• Derive QuoteTick and TradeTick builders

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• Refine tick stubs

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• Continue Cache tests in Rust

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Commits on Apr 30, 2024

• Support S3 parquet data catalog (#1620)

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• Refine client base logging

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• Fix Binance Futures account balance calculation

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Commits on May 1, 2024

• Fix issue in Interactive Brokers get_historical_bars (#1621)

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Commits on May 2, 2024

• Fix IBKR reconnection after gateway/TWS disconnection (#1622)

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• Update release notes

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• Add Bar stub and builder

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• Add SyntheticInstrument stub and builder

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• Refine Cache tests with fixture

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• Reorganize cache and msgbus modules

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• Reorganize data stubs in Rust

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• Fix typo

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• Move default identifiers to stubs

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• Consolidate OrderAny in separate module

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• Consolidate InstrumentAny in separate module

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• Refine stubs use and fix events display

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Commits on May 4, 2024

• Add order traits and rename event variants

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• Fix Order.is_open logic in Rust

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• Add Bar.from_raw_arrays_to_list (#1623)

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• Minor formatting and update release notes

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• Fix position closing on contract expiration (#1624)

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• Remove panic setting from workspace test profile

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• Improve Currency display and debug

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Commits on May 5, 2024

• Remove redundant allow_cash_positions config

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• Refine Currency display

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• Standardize order events display

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• Standardize order events display

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• Fix typo

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• Standardize repr and str ordering

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• Fix timer cancel when it is already expired (#1628)

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Commits on May 6, 2024

• Standardize timer API in Rust

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• Remove incorrect hyphens

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• Update example config and strategy docstrings

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• Refine Money debug and display in Rust

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• Standardize value type display vs serializable strings

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• Fix IBKR resubscribing after disconnection (#1626)

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• Standardize commissions serialization

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• Standardize commissions serialization

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• Standardize order price display strings

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• Refine Order.to_dict commissions and linked_order_ids

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Commits on May 9, 2024

• Fix IBOrder attributes assignment (#1634)

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• Add psql cache database orders (#1631)

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Commits on May 10, 2024

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• Fix TimeEvent equality

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• Improve venue order ID generation and assignment

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Commits on May 11, 2024

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• Improve Portfolio position update logic

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• Improve venue order ID cache indexing

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• Add serial attribute in Postgres infrastructure tests (#1637)

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• Export order apply function with pyo3 (#1638)

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• Refine order event object conversions

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• Refine instrument object conversions

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Commits on May 12, 2024

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• Allow updating venue_order_id on modify

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• Add OrderMatchingEngine cached filled quantity

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Commits on May 13, 2024

• Deserialize bool to u8 in Rust order events (#1641)

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Commits on May 14, 2024

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• Improve LiveTimer robustness and flexibility

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• Fix matching engine cached filled quantity applying partial fills (#1642)

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• Simplify cached_filled_qty calculations

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• Add initial adapters development guide

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• Improve Betfair session renewal (#1644)

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Commits on May 17, 2024

• Add bar_execution option to SandboxExecutionClient (#1646)

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• Fix adapters guide title and code blocks

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• Change OrderMatchingEngine bar processing conditions

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• Improve Cache logging consistency

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• Remove redundant Portfolio calculations

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• Fix CashAccount PnL and balance calculations

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Commits on May 18, 2024

• Add Cfd instrument optional base_currency

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