Release 1.176.0

See release notes.

Author: cjdsellers

.github/workflows/build.yml

@@ -14,7 +14,7 @@ jobs:
       fail-fast: false
       matrix:
         arch: [x64]
-        os: [ubuntu-latest, macos-latest, "windows-latest"]
+        os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: ["3.9", "3.10", "3.11"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
@@ -26,50 +26,42 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
-      # Rust setup (ensures latest stable)
-      - name: Set up Rust tool-chain (Linux/Windows)
-        if: runner.os != 'macOS'
-        uses: actions-rust-lang/setup-rust-toolchain@v1
+      - name: Set up Rust tool-chain (Linux, Windows) stable
+        if: (runner.os == 'Linux') || (runner.os == 'Windows')
+        uses: actions-rust-lang/[email protected]
         with:
           toolchain: stable
           components: rustfmt, clippy
 
-      - name: Set up Rust tool-chain (macOS)
+      # Work around as actions-rust-lang does not seem to work on macOS yet
+      - name: Set up Rust tool-chain (macOS) stable
         if: runner.os == 'macOS'
         uses: actions-rs/toolchain@v1
         with:
           toolchain: stable
           override: true
           components: rustfmt, clippy
 
-      # Python setup
       - name: Set up Python environment
         uses: actions/setup-python@v4
         with:
           python-version: ${{ matrix.python-version }}
 
-      # Install build dependencies
       - name: Install build dependencies
-        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.5.1
+        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.5.1 msgspec
 
-      # Setup cached pre-commit
       - name: Setup cached pre-commit
         id: cached-pre-commit
         uses: actions/cache@v3
         with:
           path: ~/.cache/pre-commit
           key: ${{ runner.os }}-${{ matrix.python-version }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
 
-      # Setup Poetry caching
-      - name: Set output (Linux)
-        if: runner.os == 'Linux'
+      - name: Setup poetry output (Linux, macOS)
+        if: (runner.os == 'Linux') || (runner.os == 'macOS')
         run: echo "dir=$(poetry config cache-dir)" >> $GITHUB_ENV
 
-      - name: Set output (macOS)
-        if: runner.os == 'macOS'
-        run: echo "dir=$(poetry config cache-dir)" >> $GITHUB_ENV
-
-      - name: Set output (Windows)
+      - name: Setup poetry output (Windows)
         if: runner.os == 'Windows'
         run: echo "dir=$(poetry config cache-dir)" | Out-File -FilePath $env:GITHUB_ENV -Append >> $GITHUB_ENV
 
@@ -80,11 +72,9 @@ jobs:
           path: ${{ env.dir }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
-      # Run pre-commit
       - name: Run pre-commit
         run: pre-commit run --all-files
 
-      # Install and run database dependencies
       - name: Install Redis (macOS)
         if: runner.os == 'macOS'
         run: |
@@ -97,26 +87,17 @@ jobs:
           sudo apt-get install redis-server
           redis-server --daemonize yes
 
-      # Run nautilus_core tests (Linux & macOS)
-      - name: Run nautilus_core cargo tests
-        if: runner.os != 'Windows'
+      - name: Run nautilus_core cargo tests (Linux, macOS)
+        if: (runner.os == 'Linux') || (runner.os == 'macOS')
         run: make cargo-test
 
-      # Run tests (Linux)
-      - name: Run tests (Linux)
-        if: runner.os == 'Linux'
-        run: |
-          make pytest
-          make test-examples
-
-      # Run tests (macOS)
-      - name: Run tests (macOS)
-        if: runner.os == 'macOS'
+      - name: Run tests (Linux, macOS)
+        if: (runner.os == 'Linux') || (runner.os == 'macOS')
         run: |
           make pytest
           make test-examples
 
-      # Run tests (Windows) without parallel build (avoids linker errors)
+      # Run tests without parallel build (avoids linker errors)
       - name: Run tests (Windows)
         if: runner.os == 'Windows'
         run: |

.github/workflows/codeql-analysis.yml

@@ -15,15 +15,11 @@ jobs:
       fail-fast: false
       matrix:
         language: ['python']
-        # CodeQL supports ['cpp', 'csharp', 'go', 'java', 'javascript', 'python']
-        # Learn more...
-        # https://docs.github.com/en/github/finding-security-vulnerabilities-and-errors-in-your-code/configuring-code-scanning#overriding-automatic-language-detection
 
     steps:
       - name: Checkout repository
         uses: actions/checkout@v3
 
-      # Initializes the CodeQL tools for scanning.
       - name: Initialize CodeQL
         uses: github/codeql-action/init@v1
         with:

.github/workflows/coverage.yml

@@ -21,67 +21,48 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
-      # Rust setup (ensures latest stable)
-      - name: Set up Rust tool-chain
-        uses: actions-rust-lang/setup-rust-toolchain@v1
+      - name: Set up Rust tool-chain (stable)
+        uses: actions-rust-lang/[email protected]
         with:
           toolchain: stable
           components: rustfmt, clippy
 
-      # Python setup
       - name: Set up Python environment
         uses: actions/setup-python@v4
         with:
           python-version: ${{ matrix.python-version }}
 
-      # Install build dependencies
       - name: Install build dependencies
-        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.3.2
+        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.5.1 msgspec
 
-      # Setup cached pre-commit
       - name: Setup cached pre-commit
         id: cached-pre-commit
         uses: actions/cache@v3
         with:
           path: ~/.cache/pre-commit
           key: ${{ runner.os }}-${{ matrix.python-version }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
 
-      # Run pre-commit
       - name: Run pre-commit
         run: pre-commit run --all-files
 
-      # Setup Poetry caching
-      - name: Set output (Linux)
-        if: runner.os == 'Linux'
+      - name: Set poetry output
         run: echo "dir=$(poetry config cache-dir)" >> $GITHUB_ENV
 
-      - name: Set output (macOS)
-        if: runner.os == 'macOS'
-        run: echo "dir=$(poetry config cache-dir)" >> $GITHUB_ENV
-
-      - name: Set output (Windows)
-        if: runner.os == 'Windows'
-        run: echo "dir=$(poetry config cache-dir)" | Out-File -FilePath $env:GITHUB_ENV -Append >> $GITHUB_ENV
-
       - name: Poetry cache
         id: cached-poetry
         uses: actions/cache@v3
         with:
           path: ${{ env.dir }}
           key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
-      # Install and run database dependencies
-      - name: Install Redis (Linux)
-        if: runner.os == 'Linux'
+      - name: Install Redis
         run: |
           sudo apt-get install redis-server
           redis-server --daemonize yes
 
-      # Run tests with coverage
       - name: Run tests with coverage
         run: make pytest-coverage
 
-      # Upload coverage report to codecov (Linux)
       - name: Upload coverage report
         uses: codecov/codecov-action@v3
         with:

.github/workflows/docker.yml

@@ -17,7 +17,6 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
-      # Build docker images
       - name: Set up QEMU
         uses: docker/setup-qemu-action@v1
 
@@ -35,7 +34,6 @@ jobs:
         id: branch-name
         uses: tj-actions/branch-names@v6
 
-      # Build nautilus_trader docker image (develop)
       - name: Build nautilus_trader image (develop)
         if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
         id: docker_build_trader_develop
@@ -49,7 +47,6 @@ jobs:
       - name: Digest nautilus_trader image
         run: echo ${{ steps.docker_build_trader_develop.outputs.digest }}
 
-      # Build nautilus_trader docker image (latest)
       - name: Build nautilus_trader image (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
         id: docker_build_trader_latest
@@ -63,7 +60,6 @@ jobs:
       - name: Digest nautilus_trader image
         run: echo ${{ steps.docker_build_trader_latest.outputs.digest }}
 
-      # Build jupyterlab docker image (develop)
       - name: Build jupyterlab image (develop)
         if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
         id: docker_build_jupyterlab_develop
@@ -79,7 +75,6 @@ jobs:
       - name: Digest jupyterlab image
         run: echo ${{ steps.docker_build_jupyterlab_develop.outputs.digest }}
 
-      # Build jupyterlab docker image (latest)
       - name: Build jupyterlab image (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
         id: docker_build_jupyterlab_latest

.github/workflows/docs.yml

@@ -1,6 +1,6 @@
 name: docs
 
-# Build and deploy the NautilusTrader API documentation
+# Build and deploy the NautilusTrader documentation
 
 on:
   push:
@@ -13,44 +13,47 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v3
 
-      # Rust setup (ensures latest stable)
-      - name: Set up Rust tool-chain
+      - name: Set up Rust tool-chain (stable)
         uses: actions-rust-lang/setup-rust-toolchain@v1
         with:
           toolchain: stable
           components: rustfmt, clippy
 
-      # Python setup
+      - name: Set up Rust tool-chain (nightly)
+        uses: actions-rust-lang/[email protected]
+        with:
+          toolchain: nightly
+          components: rustfmt, clippy
+
       - name: Set up Python environment
         uses: actions/setup-python@v4
         with:
           python-version: "3.11"
 
-      # Install build dependencies
       - name: Install build dependencies
-        run: python -m pip install --upgrade pip setuptools poetry==1.3.2
+        run: python -m pip install --upgrade pip setuptools wheel pre-commit poetry==1.5.1 msgspec
 
-      # Build project
       - name: Build project
         run: poetry install --with docs --all-extras
 
       - name: Get branch name
         id: branch-name
         uses: tj-actions/branch-names@v6
 
-      # Build docs
-      - name: Build docs
-        run: make docs
+      - name: Build Python docs
+        run: make docs-python
+
+      - name: Build Rust docs
+        run: |
+          make docs-rust
+          cp -r nautilus_core/target/doc docs/build/html/core
 
-      # Add nojeckyll
       - name: Add nojeckyll
         run: touch docs/build/html/.nojekyll
 
-      # Add CNAME
       - name: Add CNAME
         run: echo "docs.nautilustrader.io" >> docs/build/html/CNAME
 
-      # Publish docs (develop)
       - name: Publish docs (develop)
         if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
         uses: s0/git-publish-subdir-action@develop
@@ -62,7 +65,6 @@ jobs:
           GITHUB_TOKEN: ${{ secrets.GHPAGES_ACCESS }}
           TARGET_DIR: develop
 
-      # Publish docs (latest)
       - name: Publish docs (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
         uses: s0/git-publish-subdir-action@develop