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Release 1.162.0
See release notes.
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‎.docker/nautilus_trader.dockerfile

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@@ -4,7 +4,7 @@ ENV PYTHONUNBUFFERED=1 \
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PIP_NO_CACHE_DIR=off \
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PIP_DISABLE_PIP_VERSION_CHECK=on \
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PIP_DEFAULT_TIMEOUT=100 \
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POETRY_VERSION=1.2.2 \
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POETRY_VERSION=1.3.0 \
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POETRY_HOME="/opt/poetry" \
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POETRY_VIRTUALENVS_CREATE=false \
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POETRY_NO_INTERACTION=1 \

‎.github/workflows/build.yml

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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Setup cached pre-commit
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- name: Setup cached pre-commit
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id: cached-poetry-dir
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run: echo "::set-output name=dir::$(poetry config cache-dir)"
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- name: Poetry/Nox cache
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- name: Poetry cache
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id: cached-poetry
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uses: actions/cache@v3
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with:
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# Run tests (Linux)
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- name: Run tests (Linux)
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if: runner.os == 'Linux'
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run: nox -rs tests_all
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run: make pytest
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# Run tests (macOS)
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- name: Run tests (macOS)
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if: runner.os == 'macOS'
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run: nox -rs tests_all
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run: make pytest
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# Run tests (Windows) without parallel build (avoids linker errors)
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- name: Run tests (Windows)
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if: runner.os == 'Windows'
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run: nox -rs tests_all -- no-parallel
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run: |
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poetry install --with test --extras "betfair docker ib redis"
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poetry run pytest --ignore=tests/performance_tests --new-first --failed-first
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env:
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PARALLEL_BUILD: false

‎.github/workflows/build_pr.yml

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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Setup cached pre-commit
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- name: Setup cached pre-commit
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id: cached-poetry-dir
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run: echo "::set-output name=dir::$(poetry config cache-dir)"
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- name: Poetry/Nox cache
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- name: Poetry cache
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id: cached-poetry
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uses: actions/cache@v3
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with:
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# Run tests (Linux)
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- name: Run tests (Linux)
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if: runner.os == 'Linux'
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run: nox -rs tests_all
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run: make pytest
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# Run tests (macOS)
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- name: Run tests (macOS)
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if: runner.os == 'macOS'
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run: nox -rs tests_all
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run: make pytest
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# Run tests (Windows) without parallel build (avoids linker errors)
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- name: Run tests (Windows)
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if: runner.os == 'Windows'
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run: nox -rs tests_all -- no-parallel
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run: |
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poetry install --with test --extras "betfair docker ib redis"
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poetry run pytest --ignore=tests/performance_tests --new-first --failed-first
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env:
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PARALLEL_BUILD: false

‎.github/workflows/coverage.yml

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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Setup cached pre-commit
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- name: Setup cached pre-commit
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id: cached-poetry-dir
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run: echo "::set-output name=dir::$(poetry config cache-dir)"
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- name: Poetry/Nox cache
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- name: Poetry cache
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id: cached-poetry
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uses: actions/cache@v3
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with:
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sudo apt-get install redis-server
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redis-server --daemonize yes
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# Run tests (Linux)
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- name: Run tests (Linux)
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if: runner.os == 'Linux'
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run: nox -rs coverage
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# Run tests with coverage
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- name: Run tests with coverage
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run: make pytest-coverage
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# Upload coverage report to codecov (Linux)
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- name: Upload coverage report (Linux)
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if: runner.os == 'Linux'
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uses: codecov/codecov-action@v1
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- name: Upload coverage report
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uses: codecov/codecov-action@v3
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with:
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token: ${{ secrets.CODECOV_TOKEN }}
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file: ./coverage.xml
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files: ./coverage.xml
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verbose: true

‎.github/workflows/docs.yml

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# Build docs (develop)
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- name: Build docs (develop)
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if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
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run: poetry run sphinx-build docs docs/build/html -b html
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run: make docs
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# Build docs (latest)
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- name: Build docs (latest)
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if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
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run: poetry run sphinx-build docs docs/build/html -b html
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run: make docs
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# Add nojeckyll
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- name: Add nojeckyll

‎.github/workflows/release.yml

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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Test pip installation
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- name: Test pip installation
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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Setup Poetry caching
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- name: Get Poetry cache dir
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id: cached-poetry-dir
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run: echo "::set-output name=dir::$(poetry config cache-dir)"
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- name: Poetry/Nox cache
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- name: Poetry cache
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id: cached-poetry
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uses: actions/cache@v3
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with:
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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Setup Poetry caching
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- name: Get Poetry cache dir
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id: cached-poetry-dir
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run: echo "::set-output name=dir::$(poetry config cache-dir)"
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- name: Poetry/Nox cache
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- name: Poetry cache
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id: cached-poetry
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uses: actions/cache@v3
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strategy:
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fail-fast: false
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matrix:
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arch: [x64, ARM64]
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arch: [x64]
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os: [ubuntu-latest, macos-latest, windows-latest]
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python-version: ["3.9", "3.10", "3.11"]
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name: publish-wheels - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
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# Install build dependencies
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- name: Install build dependencies
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run: python -m pip install --upgrade pip setuptools wheel poetry nox pre-commit
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run: python -m pip install --upgrade pip setuptools wheel poetry pre-commit
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# Setup Poetry caching
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- name: Get Poetry cache dir
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id: cached-poetry-dir
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run: echo "::set-output name=dir::$(poetry config cache-dir)"
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- name: Poetry/Nox cache
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- name: Poetry cache
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‎.pre-commit-config.yaml

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args: ["--settings-file", "pyproject.toml", "."]
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- repo: https://github.com/psf/black
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rev: 22.10.0
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rev: 22.12.0
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- id: black
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types_or: [python, pyi]

‎Makefile

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.PHONY: cargo-update cargo-test cargo-test-arm64
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.PHONY: update docker-build docker-build-force docker-push
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.PHONY: docker-build-jupyter docker-push-jupyter
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.PHONY: pytest pytest-coverage
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install:
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poetry install --extras ${EXTRAS}
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install-dev:
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poetry install --with dev,test,docs --extras ${EXTRAS}
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install-just-deps:
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poetry install --with dev,test,docs --extras ${EXTRAS} --no-root
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build: nautilus_trader
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poetry run python build.py
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docker push ${IMAGE}:jupyter
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pytest:
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bash scripts/test.sh
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pytest-coverage:
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bash scripts/test-coverage.sh

‎README.md

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A `Makefile` is provided to automate most installation and build tasks. It provides the following targets:
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- `make install` -- Installs the package using poetry
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- `make install-dev` -- Installs the package using poetry (including all dev and test dependencies)
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- `make build` -- Runs the Cython build script
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- `make clean` -- Cleans all non-source artifacts from the repository
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- `make docs` -- Builds the documentation HTML using Sphinx
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- `make pre-commit` -- Runs the pre-commit checks over all files
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- `make pytest` -- Ensures all test dependencies are installed and runs all tests with pytest (except performance)
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- `make pytest-coverage` -- Same as `make pytest` and additionally runs test coverage and produces a report
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## Examples
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‎RELEASES.md

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# NautilusTrader 1.162.0 Beta
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Released on 12th December 2022 (UTC).
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### Breaking Changes
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- `OrderFactory` bracket order methods consolidated to `.bracket(...)`
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### Enhancements
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- Extended `OrderFactory` to provide more bracket order types
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- Simplified GitHub CI and removed `nox` dependency
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### Fixes
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- Fixed `OrderBook` sorting for bid side, thanks @gaugau3000
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- Fixed `MARKET_TO_LIMIT` order initial fill behaviour
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- Fixed `BollingerBands` indicator mid-band calculations, thanks zhp (Discord)
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---
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# NautilusTrader 1.161.0 Beta
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Released on TBD (UTC).
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Released on 10th December 2022 (UTC).
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### Breaking Changes
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- Renamed `OrderFactory.bracket_market` to `OrderFactory.bracket_market_entry`
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- Renamed `OrderFactory.bracket_limit` to `OrderFactory.bracket_limit_entry`
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- Renamed `OrderFactory` bracket order `price` and `trigger_price` parameters
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### Enhancements
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- Added support for Python 3.11
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- Consolidated config objects to `msgspec` providing better performance and correctness
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- Added `OrderFactory.bracket_stop_limit_entry_stop_limit_tp(...)`
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- Numerous improvements to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z
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- Removed dependency on `pydantic`
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### Fixes
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- Fixed `STOP_MARKET` order behaviour to fill at market on immediate trigger
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- Fixed `STOP_LIMIT` order behaviour to fill at market on immediate trigger and marketable
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- Fixed `STOP_LIMIT` order behaviour to fill at market on processed trigger and marketable
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- Fixed `LIMIT_IF_TOUCHED` order behaviour to fill at market on immediate trigger and marketable
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- Fixed `STOP_MARKET` order behavior to fill at market on immediate trigger
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- Fixed `STOP_LIMIT` order behavior to fill at market on immediate trigger and marketable
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- Fixed `STOP_LIMIT` order behavior to fill at market on processed trigger and marketable
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- Fixed `LIMIT_IF_TOUCHED` order behavior to fill at market on immediate trigger and marketable
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- Fixed Binance start and stop time units for bar (kline) requests, thanks @Tzumx
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- `RiskEngineConfig.bypass` set to `True` will now correctly bypass throttlers, thanks @DownBadCapital
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- Fixed updating of emulated orders

‎docs/_static/custom.css

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}*/
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.md-sidebar__inner .md-nav__link .pre {
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color: #fff;
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}
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.md-nav__link:hover/*,
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.md-nav__item.selected > .md-nav__link*/ {
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‎docs/_templates/globaltoc.html

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</ul>
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</div>
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{% endif %}
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{% endif %}

‎docs/_templates/localtoc.html

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<nav class="md-nav">
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<ul class="md-nav__list">{{ loop(item.children) }}</ul>
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</nav>
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<span class="arrow">
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<i class="fa-solid fa-chevron-right"></i>
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</span>
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<ul class="submenu"> {{ loop(item.children) }}</ul>
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{% include "sourcelink.html" %}
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</ul>
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</nav>
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</nav>

‎docs/api_reference/accounting.md

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.. automodule:: nautilus_trader.accounting
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```
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## Cash Account
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```{eval-rst}
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.. automodule:: nautilus_trader.accounting.accounts.cash
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:show-inheritance:
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:member-order: bysource
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```
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## Margin Account
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.. automodule:: nautilus_trader.accounting.accounts.margin
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:member-order: bysource
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```
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## Calculators
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```{eval-rst}
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:member-order: bysource
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```
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## Factory
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:member-order: bysource
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```
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## Manager
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```{eval-rst}
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.. automodule:: nautilus_trader.accounting.manager
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:show-inheritance:

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