1.103.0

Author: cjdsellers

README.md

@@ -99,7 +99,10 @@ The documentation for the latest version of the package is available at _readthe
 
 ## Installation
 
-The latest version is tested against Python 3.7 - 3.9 on Linux and MacOS.
+The `master` branch will always reflect the code of the latest release version.
+Also, the documentation is always current for the latest version.
+
+The package is tested against Python 3.7 - 3.9 on both Linux and MacOS.
 
 We recommend users setup a virtual environment to isolate the dependencies, and run the platform
 with the latest stable version of Python.
@@ -239,7 +242,7 @@ at commit.
 
 The following steps are for Unix-like systems, and only need to be completed once.
 
-1. Install the pre-commit package:
+1. Install the `pre-commit` package by running:
 
         pip install pre-commit
 
@@ -255,7 +258,7 @@ The following steps are for Unix-like systems, and only need to be completed onc
 
         poetry install
 
-5. Setup the pre-commit hook which will then run automatically at commit:
+5. Setup the `pre-commit` hook which will then run automatically at commit by running:
 
         pre-commit run --all-files
 

docs/source/developer_guide/coding_standards.rst

@@ -3,24 +3,24 @@ Coding Standards
 
 Code Style
 ----------
-`Black` is a PEP-8 compliant opinionated formatter.
+``Black`` is a PEP-8 compliant opinionated formatter.
 
 > https://github.com/psf/black
 
-We philosophically agree with the `Black` formatting style, however it does not
+We philosophically agree with the ``Black`` formatting style, however it does not
 currently run over Cython code. So you could say we are "handcrafting towards"
-`Blacks` stylistic conventions.
+``Blacks`` stylistic conventions.
 
 The current codebase can be used as a guide for formatting guidance.
 
-- For longer lines of code, and when passing more than a couple of arguments -
+- For longer lines of code, and when passing more than a couple of arguments
 it's common to take a new line which aligns at the next logical indent (rather
 than attempting a hanging alignment off an opening parenthesis).
 
 - The closing parenthesis should be located on a new line, aligned at the logical
 indent.
 
-- Also ensure multiple hanging parameters or arguments end with a comma `,`::
+- Also ensure multiple hanging parameters or arguments end with a comma::
 
     LongCodeLine(
         some_arg1,
@@ -34,22 +34,22 @@ PEP-8
 The codebase generally follows the PEP-8 style guide.
 
 One notable departure is that Python `truthiness` is not always taken advantage
-of to check if an argument is `None`, or if a collection is empty/has elements.
+of to check if an argument is ``None``, or if a collection is empty/has elements.
 
 There are two reasons for this;
 
-1- Cython can generate more efficient C code from `is None` and `is not None`,
-rather than entering the Python runtime to check the `PyObject` truthiness.
+1- Cython can generate more efficient C code from ``is None`` and ``is not None``,
+rather than entering the Python runtime to check the ``PyObject`` truthiness.
 
 2- As per the `Google Python Style Guide` it's discouraged to use truthiness to
 check if an argument is/is not None, when there is a chance an unexpected object
 could be passed into the function or method which will yield an unexpected
 truthiness evaluation - which could result in a logical error type bug.
 
-_"Always use if foo is None: (or is not None) to check for a None value.
+"Always use if foo is None: (or is not None) to check for a None value.
 E.g., when testing whether a variable or argument that defaults to None was set
 to some other value. The other value might be a value that’s false in a boolean
-context!"_
+context!"
 
 > https://google.github.io/styleguide/pyguide.html
 
@@ -64,22 +64,22 @@ NumPy Docstrings
 ----------------
 The NumPy docstring syntax is used throughout the codebase. This needs to be
 adhered to consistently to ensure the docs build correctly during pushes to the
-`master` branch.
+``master`` branch.
 
 > https://numpydoc.readthedocs.io/en/latest/format.html
 
 Flake8
 ------
-`flake8` is utilized to lint the codebase. Current ignores can be found in the
-`.flake8` config file, the majority of which are required so that valid Cython
+``flake8`` is utilized to lint the codebase. Current ignores can be found in the
+``.flake8`` config file, the majority of which are required so that valid Cython
 code is not picked up as flake8 failures.
 
 Cython
 ------
-Ensure that all functions and methods returning `void` or a primitive C type
-(such as `bint`, `int`, `double`) include the `except *` keyword in the signature.
+Ensure that all functions and methods returning ``void`` or a primitive C type
+(such as ``bint``, ``int``, ``double``) include the ``except *`` keyword in the signature.
 
-This will ensure Python exceptions are not ignored, but instead are `bubbled up`
+This will ensure Python exceptions are not ignored, but instead are "bubbled up"
 to the caller as expected.
 
 More information on Cython syntax and conventions can be found by reading the

docs/source/developer_guide/environment.rst

@@ -5,11 +5,11 @@ For development we recommend using the PyCharm _Professional_ edition IDE, as it
 interprets Cython syntax. Alternatively, you could use Visual Studio Code with
 a Cython extension.
 
-`poetry` is the preferred tool for handling all Python package and dev dependencies.
+``poetry`` is the preferred tool for handling all Python package and dev dependencies.
 
 > https://python-poetry.org/
 
-`pre-commit` is used to automatically run various checks, auto-formatters and linting tools
+``pre-commit`` is used to automatically run various checks, auto-formatters and linting tools
 at commit.
 
 > https://pre-commit.com/
@@ -18,29 +18,29 @@ Setup
 -----
 The following steps are for Unix-like systems, and only need to be completed once.
 
-1. Install pre-commit:
+1. Install ``pre-commit`` by running:
 
         pip install pre-commit
 
 2. Install the Cython package by running:
 
         pip install -U Cython==3.0a6
 
-3. Install `poetry` by running:
+3. Install ``poetry`` by running:
 
         curl -sSL https://raw.githubusercontent.com/python-poetry/poetry/master/get-poetry.py | python -
 
 4. Then install all Python package dependencies, and compile the C extensions by running:
 
         poetry install
 
-5. Setup the pre-commit hook which will then run automatically at commit:
+5. Setup the ``pre-commit`` hook which will then run automatically at commit by running:
 
         pre-commit run --all-files
 
 Builds
 ------
 
-Following any changes to `.pyx` or `.pxd` files, you can re-compile by running:
+Following any changes to ``.pyx`` or ``.pxd`` files, you can re-compile by running:
 
     python build.py

docs/source/developer_guide/packaged_data.rst

@@ -1,14 +1,14 @@
 Packaged Data
 =============
 
-Various data is contained internally in the `tests/test_kit/data` folder.
+Various data is contained internally in the ``tests/test_kit/data`` folder.
 
 Libor Rates
 -----------
 The libor rates for 1 month USD can be updated by downloading the CSV data
 from https://fred.stlouisfed.org/series/USD1MTD156N
 
-Ensure you select `Max` for the time window.
+Ensure you select ``Max`` for the time window.
 
 Short Term Interest Rates
 -------------------------

docs/source/developer_guide/testing.rst

@@ -15,19 +15,19 @@ Tests can be run using either Pytest or the Nox tool.
 If you're using PyCharm then tests should run directly by right clicking on the
 respective folder (or top level tests folder) and clicking 'Run pytest'.
 
-Alternatively you can use the `pytest .` command from the root level `tests`
+Alternatively you can use the ``pytest .`` command from the root level ``tests``
 folder, or the other sub folders.
 
 Nox
 ---
-Nox sessions are defined within the `noxfile.py`, to run various test collections.
+Nox sessions are defined within the ``noxfile.py``, to run various test collections.
 
 To run unit tests with nox::
 
     nox -s tests
 
 
-If you have `redis-server` up you can run integration tests with nox::
+If you have ``redis-server`` up you can run integration tests with nox::
 
     nox -s integration_tests
 
@@ -40,11 +40,11 @@ Mocks
 -----
 Unit tests will often include other components acting as mocks. The intent of
 this is to simplify the test suite to avoid extensive use of a mocking framework,
-although `MagicMock` objects are currently used in particular cases.
+although ``MagicMock`` objects are currently used in particular cases.
 
 Code Coverage
 -------------
-Code coverage output is generated using `coverage` and reported using `codecov`.
+Code coverage output is generated using ``coverage`` and reported using ``codecov``.
 
 High test coverage is a goal for the project however not at the expense of
 appropriate error handling, or causing "test induced damage" to the architecture.

docs/source/getting_started/core_concepts.rst

@@ -1,7 +1,7 @@
 Core Concepts
 =============
 
-`NautilusTrader` has been built from the ground up to deliver the
+NautilusTrader has been built from the ground up to deliver the
 highest quality performance and user experience.
 
 There are two main use cases for this software package.
@@ -16,7 +16,7 @@ There are two main reasons for conducting backtests on historical data;
 - Verify the logic of trading strategy implementations
 - Getting an indication of likely performance **if the alpha of the strategy remains into the future**.
 
-Backtesting with an event-driven engine such as `NautilusTrader` is not meant to be the primary
+Backtesting with an event-driven engine such as NautilusTrader is not meant to be the primary
 research method for alpha discovery, but merely facilitates the above.
 
 One of the primary benefits of this platform is
@@ -27,18 +27,17 @@ endpoints through adapters provided with this package (and/or developed by end u
 This helps ensure consistency when seeking to capitalize on alpha through a large
 sample size of trades, as expressed in the logic of the trading strategies.
 
-Only a small amount of example data is available in the `test`
-directory of the repository - as used in the examples. There are many sources of financial
-market data, and it is left to the user to supply this for backtesting
-purposes.
+Only a small amount of example data is available in the ``test`` directory of
+the repository - as used in the examples. There are many sources of financial
+market data, and it is left to the user to supply this for backtesting purposes.
 
 The platform is extremely flexible and open ended, you could inject dozens of different
-datasets into a backtest engine, running them simulatenously with time being
-accurately simulated down to the smallest `timedelta` definable by Python.
+datasets into a backtest engine, running them simultaneously with time being
+accurately simulated down to the smallest ``timedelta`` definable by Python.
 
 Trading Live
 ------------
-A `TradingNode` is able to host a fleet of trading strategies,
+A ``TradingNode`` is able to host a fleet of trading strategies,
 with data able to be ingested from multiple data clients, and
 order execution and management through multiple execution clients.
 

docs/source/getting_started/installation.rst

@@ -1,30 +1,58 @@
 Installation
 ============
 
+The ``master`` branch will always reflect the code of the latest release version.
+Also, the documentation is always current for the latest version.
+
 The package is tested against Python versions 3.7 - 3.9 on both Linux and
 MacOS. Users are encouraged to use the latest stable version of Python.
 
 It is a goal for the project to keep dependencies focused, however there are
-still a large number of dependencies as found in the `pyproject.toml` file. Therefore we recommend you create a new
-virtual environment for `NautilusTrader`.
+still a large number of dependencies as found in the ``pyproject.toml`` file.
+Therefore we recommend you create a new virtual environment for NautilusTrader.
 
-There are various ways of achieving this - the easiest being to use the `Poetry`
+There are various ways of achieving this - the easiest being to use the ``poetry``
 tool. https://python-poetry.org/docs/
 
 If you're not used to working with virtual environments, you will find a great
-explanation in the `Poetry` documentation under the `Managing environments`
+explanation in the ``poetry`` documentation under the `Managing environments`
 sub-menu.
 
-The latest version of `NautilusTrader` can be downloaded
-as a binary wheel from `PyPI`, just run::
+Installation for Unix-like systems can be achieved through `one` of the following options;
+
+From PyPI
+---------
+
+To install the latest binary wheel (or sdist package) from PyPI, run:
+
+    pip install -U nautilus_trader
+
+From GitHub Release
+-------------------
+
+To install a binary wheel from GitHub, first navigate to the latest release.
+
+> https://github.com/nautechsystems/nautilus_trader/releases/latest/
+
+Download the appropriate ``.whl`` for your operating system and Python version, then run::
+
+    pip install <file-name>.whl
+
+From Source
+-----------
+
+Installation from source requires Cython to compile the Python C extensions.
+
+1. To install Cython, run::
 
-   pip install -U nautilus_trader
+        pip install -U Cython==3.0a6
 
+2. Then to install NautilusTrader using ``pip``, run::
 
-Alternatively, you can install from source via pip by running::
+        pip install -U git+https://github.com/nautechsystems/nautilus_trader
 
-    pip install .
+    **Or** clone the source with ``git``, and install from the projects root directory by running::
 
-The master branch will always reflect the code of the latest release version.
-Also, the documentation found here on `readthedocs` is always current for the
-latest version.
+        git clone https://github.com/nautechsystems/nautilus_trader
+        cd nautilus_trader
+        pip install .

docs/source/user_guide/framework.rst

@@ -11,16 +11,14 @@ architecture, allowing pluggable implementations of key components with a
 feature rich yet straight forward API. `Domain Driven Design` (DDD) and message passing
 have been central philosophies in the design.
 
-From a high level
-view - a `Trader` can host any number of infinitely customizable
-`TradingStrategy`s. A central `Portfolio` has access to `Account`s which can all be queried. A common
-`DataEngine` and `ExecutionEngine` then allow asynchronous ingest of any data
-and trade events, with the core componentry common to both backtesting and live
-implementations.
+From a high level view - a ``Trader`` can host any number of infinitely customizable
+``TradingStrategy``s. A central ``Portfolio`` has access to ``Account``s which can all be queried.
+A common ``DataEngine`` and ``ExecutionEngine`` then allow asynchronous ingest of any data
+and trade events, with the core componentry common to both backtesting and live implementations.
 
-Currently a performant `Redis` execution database maintains
-state persistence (swapped out for an in-memory only implementation for backtesting).
+Currently a performant Redis execution database maintains state persistence
+(swapped out for an in-memory only implementation for backtesting).
 It should be noted that the flexibility of the framework even allows the live trading
-`Redis` database to be plugged into the backtest engine. Interestingly there is
-only a 4x performance overhead which speaks to the raw speed of `Redis` and the
+Redis database to be plugged into the backtest engine. Interestingly there is
+only a 4x performance overhead which speaks to the raw speed of Redis and the
 platform itself.