Release 1.137.0

See release notes.

.binder/postBuild

@@ -0,0 +1,6 @@
+#!/bin/bash
+pip install $REPO_DIR
+pip install -U jupytext numpy
+jupytext --to notebook $REPO_DIR/docs/**/*.md
+# Ensure nautilus is working
+python -c "from nautilus_trader.model.tick_scheme.implementations.tiered import TieredTickScheme"

.binder/requirements.txt

@@ -0,0 +1,69 @@
+aiodns==3.0.0
+aiohttp==3.8.1; python_version >= "3.6"
+aiosignal==1.2.0; python_version >= "3.6"
+async-timeout==4.0.2; python_version >= "3.6"
+attrs==21.4.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
+bokeh==2.4.2; python_version >= "3.7"
+certifi==2021.10.8; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0"
+cffi==1.15.0
+charset-normalizer==2.0.9; python_full_version >= "3.6.0" and python_version >= "3.6"
+click==7.1.2; python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.7"
+cloudpickle==2.0.0; python_version >= "3.7"
+colorama==0.4.4; python_version >= "2.7" and python_full_version < "3.0.0" and platform_system == "Windows" or python_full_version >= "3.5.0" and platform_system == "Windows"
+cycler==0.11.0; python_version >= "3.7"
+cython==3.0.0a9; (python_version >= "2.7" and python_full_version < "3.0.0") or (python_full_version >= "3.4.0")
+dask==2021.12.0; python_version >= "3.7"
+deprecated==1.2.13; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" and python_version >= "3.6"
+distributed==2021.12.0; python_version >= "3.7"
+fonttools==4.28.5; python_version >= "3.7"
+frozenlist==1.2.0; python_version >= "3.6"
+fsspec==2021.11.1; python_version >= "3.6"
+heapdict==1.0.1; python_version >= "3.7"
+hiredis==2.0.0; python_version >= "3.6"
+idna==3.3; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.6"
+jinja2==3.0.3; python_version >= "3.7"
+kiwisolver==1.3.2; python_version >= "3.7"
+locket==0.2.1; python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" and python_version >= "3.7"
+lxml==4.7.1; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
+markupsafe==2.0.1; python_version >= "3.7"
+matplotlib==3.5.1; python_version >= "3.7"
+msgpack==1.0.3
+multidict==5.2.0; python_version >= "3.6"
+multitasking==0.0.10
+numpy==1.21.5; python_version >= "3.7" and python_version < "3.11"
+orjson==3.6.5; python_version >= "3.7"
+packaging==21.3; python_version >= "3.7"
+pandas==1.3.5; python_full_version >= "3.7.1"
+partd==1.2.0; python_version >= "3.7"
+pillow==8.4.0; python_version >= "3.7"
+psutil==5.9.0; (python_version >= "2.6" and python_full_version < "3.0.0") or (python_full_version >= "3.4.0")
+pyarrow==6.0.1; python_version >= "3.6"
+pycares==4.1.2
+pycparser==2.21; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0"
+pydantic==1.8.2; python_full_version >= "3.6.1"
+pyparsing==3.0.6; python_version >= "3.7"
+python-dateutil==2.8.2; python_full_version >= "3.7.1" and python_version >= "3.7"
+pytz==2021.3
+pyyaml==6.0; python_version >= "3.7"
+quantstats==0.0.47
+redis==4.1.0; python_version >= "3.6"
+requests==2.26.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0"
+scipy==1.7.3; python_version >= "3.7" and python_version < "3.11"
+seaborn==0.11.2; python_version >= "3.6"
+setuptools-scm==6.3.2; python_version >= "3.7"
+six==1.16.0; python_full_version >= "3.7.1"
+sortedcontainers==2.4.0; python_version >= "3.7"
+tabulate==0.8.9
+tblib==1.7.0; python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.7"
+toml==0.10.2; (python_version >= "2.6" and python_full_version < "3.0.0") or (python_full_version >= "3.3.0")
+tomli==2.0.0; python_version >= "3.7"
+toolz==0.11.2; python_version >= "3.7"
+tornado==6.1; python_version >= "3.8"
+tqdm==4.62.3; (python_version >= "2.7" and python_full_version < "3.0.0") or (python_full_version >= "3.4.0")
+typing-extensions==4.0.1; python_version >= "3.7" and python_full_version >= "3.6.1"
+urllib3==1.26.7; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version < "4"
+uvloop==0.16.0; sys_platform != "win32"
+wrapt==1.13.3; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
+yarl==1.7.2; python_version >= "3.6"
+yfinance==0.1.67
+zict==2.0.0; python_version >= "3.7"

.binder/runtime.txt

@@ -0,0 +1 @@
+python-3.9

.coveragerc

@@ -1,7 +1,7 @@
 [run]
 plugins = Cython.Coverage
 source = nautilus_trader
-omit = nautilus_trader/adapters/binance*,nautilus_trader/adapters/ftx*,nautilus_trader/adapters/ib*,nautilus_trader/examples*
+omit = nautilus_trader/adapters/binance*,nautilus_trader/adapters/ftx*,nautilus_trader/adapters/ib*,nautilus_trader/examples*,nautilus_trader/persistence/migrations/*
 
 [report]
 fail_under = 0

.github/workflows/build.yml

@@ -14,7 +14,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ ubuntu-latest, macos-latest, windows-latest ]
-        python-version: [ "3.8", "3.9" ]
+        python-version: [ "3.8", "3.9", "3.10" ]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 

.github/workflows/docs.yml

@@ -20,44 +20,30 @@ jobs:
 
       # Install build dependencies
       - name: Install build dependencies
-        run: |
-          python -m pip install --upgrade pip setuptools wheel poetry pre-commit nox
-          poetry config experimental.new-installer false
-
-      # Export package requirements
-      - name: Export package requirements
-        run: poetry export --extras docs --without-hashes -f requirements.txt > requirements.txt
-
-      # Install package dependencies
-      - name: Install package dependencies
-        run: pip install -r requirements.txt
-
-      # Install extra docs dependencies
-      - name: Install extra docs dependencies
-        run: pip install toml numpydoc sphinx sphinx-rtd-theme
+        run: python -m pip install --upgrade pip setuptools wheel poetry
 
       # Build project
       - name: Build project
-        run: python build.py
+        run: poetry install
 
       # Build docs
       - name: Build docs
-        run: catchsegv sphinx-build docs/source docs/build
+        run: poetry run sphinx-build docs docs/build/html -b html
 
       # Add nojeckyll
       - name: Add nojeckyll
-        run: touch docs/build/.nojekyll
+        run: touch docs/build/html/.nojekyll
 
       # Add CNAME
       - name: Add CNAME
-        run: echo "api.nautilustrader.io" >> docs/build/CNAME
+        run: echo "docs.nautilustrader.io" >> docs/build/html/CNAME
 
-      # Publish API docs
-      - name: Publish API docs
+      # Publish docs
+      - name: Publish docs
         uses: s0/git-publish-subdir-action@develop
         env:
           REPO: self
           BRANCH: gh-pages
-          FOLDER: docs/build
+          FOLDER: docs/build/html
           SQUASH_HISTORY: false
           GITHUB_TOKEN: ${{ secrets.GHPAGES_ACCESS }}

.github/workflows/release.yml

@@ -17,7 +17,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ ubuntu-latest, macos-latest ]
-        python-version: [ "3.8", "3.9" ]
+        python-version: [ "3.8", "3.9", "3.10" ]
     name: test-pip-install - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     steps:
@@ -188,7 +188,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ ubuntu-latest, macos-latest, windows-latest ]
-        python-version: [ "3.8", "3.9" ]
+        python-version: [ "3.8", "3.9", "3.10" ]
     name: publish_wheels - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 

.gitignore

@@ -45,4 +45,6 @@ PERF.JSON
 output.json
 .ipynb_checkpoints
 examples/backtest/notebooks/catalog
-nautilus_trader/**/.gitignore
+nautilus_trader/**/.gitignore
+docs/**/*.ipynb
+!nautilus_trader/core/pytime.h

.pre-commit-config.yaml

@@ -62,7 +62,7 @@ repos:
         ]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: v0.930
+    rev: v0.931
     hooks:
       - id: mypy
         args: [

Makefile

@@ -1,4 +1,4 @@
-EXTRAS?=	"distributed docs ib"
+EXTRAS?=	"distributed ib"
 .PHONY: build clean docs
 
 install:
@@ -27,10 +27,8 @@ clean:
 	rm -f coverage.xml
 	rm -f dump.rdb
 
-clean-build: clean build
-
 docs:
-	poetry run sphinx-build docs/source docs/build
+	poetry run sphinx-build docs docs/build/html -b html
 
 pre-commit:
 	pre-commit run --all-files