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1.107.0
See release notes
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‎.github/workflows/test-tag-publish.yml

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release_name: ${{ env.RELEASE_NAME }}
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draft: false
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prerelease: false
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body_path: RELEASE.md
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publish_sdist:

‎RELEASE.md

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# NautilusTrader 1.107.0 Beta Release Notes
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The main thrust of this release is to refine some subtleties relating to order
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matching and amendment behaviour for improved realism. This involved a fairly substantial refactoring
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of `SimulatedExchange` to manage its complexity, and support extending the order types.
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The `post_only` flag for LIMIT orders now results in the expected behaviour regarding
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when a marketable limit order will become a liquidity `TAKER` during order placement
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and amendment.
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Test coverage was moderately increased.
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### Breaking Changes
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None
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### Enhancements
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- Refactored `SimulatedExchange` order matching and amendment logic.
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- Add `risk` sub-package to group risk components.
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### Fixes
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- `StopLimitOrder` triggering behaviour.
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- All flake8 warnings.
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# NautilusTrader 1.106.0 Beta Release Notes
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The main thrust of this release is to introduce the Interactive Brokers
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integration, and begin adding platform capabilities to support this effort.
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### Breaking Changes
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- `from_serializable_string` methods changed to `from_serializable_str`.
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### Enhancements
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- Scaffold Interactive Brokers integration in `adapters/ib`.
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- Add the `Future` instrument type.
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- Add the `StopLimitOrder` order type.
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- Add the `Data` and `DataType` types to support custom data handling.
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- Add the `Security` identifier types initial implementation to support extending the platforms capabilities.
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### Fixes
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- `BracketOrder` correctness.
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- CCXT precision parsing bug.
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- Some log formatting.

‎docs/source/api_reference/risk.rst

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Risk
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====
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.. automodule:: nautilus_trader.risk
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Sizing
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------
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.. automodule:: nautilus_trader.risk.sizing
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:show-inheritance:
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:inherited-members:
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:members:
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:member-order: bysource

‎docs/source/api_reference/trading.rst

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:members:
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:member-order: bysource
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Sizing
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------
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.. automodule:: nautilus_trader.trading.sizing
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:show-inheritance:
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:inherited-members:
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:members:
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:member-order: bysource
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Strategy
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--------
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‎docs/source/index.rst

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api_reference/live
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api_reference/model
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api_reference/redis
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api_reference/risk
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api_reference/serialization
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api_reference/trading
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‎examples/strategies/ema_cross_cython.pyx

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from decimal import Decimal
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from nautilus_trader.data.base cimport Data
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from nautilus_trader.core.message cimport Event
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from nautilus_trader.data.base cimport Data
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from nautilus_trader.indicators.average.ema cimport ExponentialMovingAverage
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from nautilus_trader.model.bar cimport Bar
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from nautilus_trader.model.bar cimport BarSpecification

‎nautilus_trader/backtest/exchange.pxd

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cdef inline void _process_limit_order(self, LimitOrder order, Price bid, Price ask) except *
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cdef inline void _process_stop_market_order(self, StopMarketOrder order, Price bid, Price ask) except *
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cdef inline void _process_stop_limit_order(self, StopLimitOrder order, Price bid, Price ask) except *
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cdef inline void _amend_limit_order(self, LimitOrder order, Quantity qty, Price price, Price bid, Price ask) except *
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cdef inline void _amend_stop_market_order(self, StopMarketOrder order, Quantity qty, Price price, Price bid, Price ask) except *
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cdef inline void _amend_stop_limit_order(self, StopLimitOrder order, Quantity qty, Price price, Price bid, Price ask) except *
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cdef inline void _generate_order_amended(self, PassiveOrder order, Quantity qty, Price price) except *
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# -- ORDER MATCHING ENGINE -------------------------------------------------------------------------
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cdef inline bint _is_limit_matched(self, OrderSide side, Price order_price, Price bid, Price ask) except *
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cdef inline bint _is_stop_marketable(self, OrderSide side, Price order_price, Price bid, Price ask) except *
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cdef inline bint _is_stop_triggered(self, OrderSide side, Price order_price, Price bid, Price ask) except *
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cdef inline Price _market_fill_price(self, Symbol symbol, OrderSide side, Price bid, Price ask)
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cdef inline Price _stop_fill_price(self, Symbol symbol, OrderSide side, Price stop)
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cdef inline Price _fill_price_maker(self, OrderSide side, Price bid, Price ask)
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cdef inline Price _fill_price_taker(self, Symbol symbol, OrderSide side, Price bid, Price ask)
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cdef inline Price _fill_price_stop(self, Symbol symbol, OrderSide side, Price stop)
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# --------------------------------------------------------------------------------------------------
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cdef inline void _fill_order(self, Order order, Price fill_price, LiquiditySide liquidity_side) except *
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cdef inline void _clean_up_child_orders(self, ClientOrderId cl_ord_id) except *
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cdef inline void _check_oco_order(self, ClientOrderId cl_ord_id) except *

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