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NautilusTrader 1.110.0 Beta

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@github-actions github-actions released this 13 Mar 01:10
5238f1c

NautilusTrader 1.110.0 Beta - Release Notes

This release applies one more major change to the identifier API. Security has
been renamed to InstrumentId for greater clarity that the object is an identifier,
and to group the concept of an instrument with its identifier.

Data objects in the framework have been further abstracted to prepare for the
handling of custom data in backtests.

A RiskEngine base class has also been scaffolded.

Breaking Changes

  • Security renamed to InstrumentId.
  • Instrument.security renamed to Instrument.id.
  • Data becomes an abstract base class with timestamp and unix_timestamp
    properties.
  • Data and DataType moved to model.data.
  • on_data methods now take GenericData.

Enhancements

  • Add GenericData.
  • Add Future instrument.

Fixes

None