Release 1.183.0

See release notes.

.github/workflows/build-wheels.yml

@@ -1,10 +1,8 @@
 name: build-wheels
 
-# Build wheels on every push to `develop` branch
-
 on:
   push:
-    branches: [develop]
+    branches: [nightly]
 
 jobs:
   build-wheels:

.github/workflows/build.yml

@@ -1,10 +1,8 @@
 name: build
 
-# Build and test NautilusTrader
-
 on:
   push:
-    branches: [master, develop]
+    branches: [master, nightly, develop]
   pull_request:
     branches: [develop]
 
@@ -14,7 +12,7 @@ jobs:
       fail-fast: false
       matrix:
         arch: [x64]
-        os: [ubuntu-latest, macos-latest, windows-latest]
+        os: [ubuntu-latest, windows-latest]
         python-version: ["3.10", "3.11", "3.12"]
     defaults:
       run:
@@ -38,21 +36,11 @@ jobs:
         working-directory: ${{ github.workspace }}
 
       - name: Set up Rust tool-chain (Linux, Windows) stable
-        if: (runner.os == 'Linux') || (runner.os == 'Windows')
         uses: actions-rust-lang/[email protected]
         with:
           toolchain: ${{ env.RUST_VERSION }}
           components: rustfmt, clippy
 
-      # 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: ${{ env.RUST_VERSION }}
-          override: true
-          components: rustfmt, clippy
-
       - name: Set up Python environment
         uses: actions/setup-python@v4
         with:
@@ -99,24 +87,20 @@ jobs:
           # pre-commit run --hook-stage manual gitlint-ci
           pre-commit run --all-files
 
-      - name: Install Redis (macOS)
-        if: runner.os == 'macOS'
-        run: |
-          brew install redis
-          redis-server --daemonize yes
-
       - name: Install Redis (Linux)
         if: runner.os == 'Linux'
         run: |
           sudo apt-get install redis-server
           redis-server --daemonize yes
 
-      - name: Run nautilus_core cargo tests (Linux, macOS)
-        if: (runner.os == 'Linux') || (runner.os == 'macOS')
-        run: make cargo-test
+      - name: Run nautilus_core cargo tests (Linux)
+        if: runner.os == 'Linux'
+        run: |
+          cargo install cargo-nextest
+          make cargo-test
 
-      - name: Run tests (Linux, macOS)
-        if: (runner.os == 'Linux') || (runner.os == 'macOS')
+      - name: Run tests (Linux)
+        if: runner.os == 'Linux'
         run: |
           make pytest
           make test-examples
@@ -129,3 +113,95 @@ jobs:
           poetry run pytest --ignore=tests/performance_tests --new-first --failed-first
         env:
           PARALLEL_BUILD: false
+
+  build-macos:
+    if: github.ref == 'refs/heads/master' || github.ref == 'refs/heads/nightly'
+    strategy:
+      fail-fast: false
+      matrix:
+        arch: [x64]
+        os: [macos-latest]
+        python-version: ["3.10", "3.11", "3.12"]
+    defaults:
+      run:
+        shell: bash
+    name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
+    runs-on: ${{ matrix.os }}
+    env:
+      BUILD_MODE: debug
+      RUST_BACKTRACE: 1
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+
+      - name: Get Rust version from rust-toolchain.toml
+        id: rust-version
+        run: |
+          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
+          echo "Rust toolchain version $version"
+          echo "RUST_VERSION=$version" >> $GITHUB_ENV
+        working-directory: ${{ github.workspace }}
+
+      # Work around as actions-rust-lang does not seem to work on macOS yet
+      - name: Set up Rust tool-chain (macOS) stable
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: ${{ env.RUST_VERSION }}
+          override: true
+          components: rustfmt, clippy
+
+      - name: Set up Python environment
+        uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Get Poetry version from poetry-version
+        run: |
+          version=$(cat poetry-version)
+          echo "POETRY_VERSION=$version" >> $GITHUB_ENV
+
+      - name: Install Poetry
+        uses: snok/install-poetry@v1
+        with:
+          version: ${{ env.POETRY_VERSION }}
+
+      - name: Install build dependencies
+        run: python -m pip install --upgrade pip setuptools wheel pre-commit msgspec
+
+      - 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-${{ hashFiles('.pre-commit-config.yaml') }}
+
+      - name: Set poetry cache-dir
+        run: echo "POETRY_CACHE_DIR=$(poetry config cache-dir)" >> $GITHUB_ENV
+
+      - name: Poetry cache
+        id: cached-poetry
+        uses: actions/cache@v3
+        with:
+          path: ${{ env.POETRY_CACHE_DIR }}
+          key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
+
+      - name: Run pre-commit
+        run: |
+          # pre-commit run --hook-stage manual gitlint-ci
+          pre-commit run --all-files
+
+      - name: Install Redis (macOS)
+        run: |
+          brew install redis
+          redis-server --daemonize yes
+
+      - name: Run nautilus_core cargo tests (macOS)
+        run: |
+          cargo install cargo-nextest
+          make cargo-test
+
+      - name: Run tests (macOS)
+        run: |
+          make pytest
+          make test-examples

.github/workflows/coverage.yml

@@ -1,10 +1,8 @@
 name: coverage
 
-# Run code coverage analysis for NautilusTrader
-
 on:
   push:
-    branches: [develop]
+    branches: [nightly]
 
 jobs:
   build:
@@ -13,7 +11,7 @@ jobs:
       matrix:
         arch: [x64]
         os: [ubuntu-latest]
-        python-version: ["3.10"]
+        python-version: ["3.10"]  # Fails on 3.11 due Cython
     name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 

.github/workflows/docker.yml

@@ -1,10 +1,8 @@
 name: docker
 
-# Build NautilusTrader docker images
-
 on:
   push:
-    branches: [master, develop]
+    branches: [master, nightly]
 
 jobs:
   build-docker-images:
@@ -47,18 +45,18 @@ jobs:
         id: branch-name
         uses: tj-actions/[email protected]
 
-      - name: Build nautilus_trader image (develop)
-        if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
-        id: docker_build_trader_develop
+      - name: Build nautilus_trader image (nightly)
+        if: ${{ steps.branch-name.outputs.current_branch == 'nightly' }}
+        id: docker_build_trader_nightly
         uses: docker/build-push-action@v5
         with:
           file: ".docker/nautilus_trader.dockerfile"
           push: true
-          tags: ghcr.io/${{ github.repository_owner }}/nautilus_trader:develop
+          tags: ghcr.io/${{ github.repository_owner }}/nautilus_trader:nightly
           cache-from: type=gha
           cache-to: type=gha
       - name: Digest nautilus_trader image
-        run: echo ${{ steps.docker_build_trader_develop.outputs.digest }}
+        run: echo ${{ steps.docker_build_trader_nightly.outputs.digest }}
 
       - name: Build nautilus_trader image (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}
@@ -73,20 +71,20 @@ jobs:
       - name: Digest nautilus_trader image
         run: echo ${{ steps.docker_build_trader_latest.outputs.digest }}
 
-      - name: Build jupyterlab image (develop)
-        if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
-        id: docker_build_jupyterlab_develop
+      - name: Build jupyterlab image (nightly)
+        if: ${{ steps.branch-name.outputs.current_branch == 'nightly' }}
+        id: docker_build_jupyterlab_nightly
         uses: docker/build-push-action@v5
         with:
           file: ".docker/jupyterlab.dockerfile"
           push: true
-          tags: ghcr.io/${{ github.repository_owner }}/jupyterlab:develop
+          tags: ghcr.io/${{ github.repository_owner }}/jupyterlab:nightly
           cache-from: type=gha
           cache-to: type=gha
           build-args: |
             GIT_TAG=${{ steps.branch-name.outputs.current_branch }}
       - name: Digest jupyterlab image
-        run: echo ${{ steps.docker_build_jupyterlab_develop.outputs.digest }}
+        run: echo ${{ steps.docker_build_jupyterlab_nightly.outputs.digest }}
 
       - name: Build jupyterlab image (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}

.github/workflows/docs.yml

@@ -1,10 +1,8 @@
 name: docs
 
-# Build and deploy the NautilusTrader documentation
-
 on:
   push:
-    branches: [master, develop]
+    branches: [nightly]
 
 jobs:
   docs:
@@ -75,16 +73,16 @@ jobs:
       - name: Add CNAME
         run: echo "docs.nautilustrader.io" >> docs/build/html/CNAME
 
-      - name: Publish docs (develop)
-        if: ${{ steps.branch-name.outputs.current_branch == 'develop' }}
+      - name: Publish docs (nightly)
+        if: ${{ steps.branch-name.outputs.current_branch == 'nightly' }}
         uses: s0/git-publish-subdir-action@develop
         env:
           REPO: self
           BRANCH: gh-pages
           FOLDER: docs/build/html
           SQUASH_HISTORY: false
           GITHUB_TOKEN: ${{ secrets.GHPAGES_ACCESS }}
-          TARGET_DIR: develop
+          TARGET_DIR: nightly
 
       - name: Publish docs (latest)
         if: ${{ steps.branch-name.outputs.current_branch == 'master' }}

.github/workflows/nightly-merge.yml

@@ -0,0 +1,31 @@
+name: nightly-merge
+
+on:
+  push:
+    branches: [nightly-merge-test]
+  # schedule:
+  #   - cron: '0 14 * * *'  # At 14:00 UTC every day
+
+jobs:
+  nightly-merge:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0  # Fetch all history for all branches and tags
+
+      # Temporary config before nautilus-bot account
+      - name: Configure Git
+        run: |
+          git config --local user.email "[email protected]"
+          git config --local user.name "Chris Sellers"
+
+      - name: Merge develop into nightly
+        run: |
+          git checkout nightly
+          git merge --no-ff origin/develop -m "Automated merge of develop into nightly"
+
+      - name: Push changes
+        run: |
+          git push origin nightly

.gitignore

@@ -33,10 +33,11 @@
 .ruff_cache/
 .vscode/
 
+/catalog/
+
 __pycache__
 _build/
 build/
-catalog/
 data_catalog/
 dist/
 env/
@@ -59,6 +60,7 @@ examples/backtest/notebooks/catalog
 nautilus_trader/**/.gitignore
 nautilus_trader/test_kit/mocks/.nautilus/
 tests/test_data/catalog/
+tests/unit_tests/persistence/catalog
 bench_data/
 
 !tests/integration_tests/adapters/betfair/responses/*.log

.pre-commit-config.yaml

@@ -73,7 +73,7 @@ repos:
         types: [python]
 
   - repo: https://github.com/psf/black
-    rev: 23.12.0
+    rev: 23.12.1
     hooks:
       - id: black
         types_or: [python, pyi]
@@ -82,7 +82,7 @@ repos:
         exclude: "docs/_pygments/monokai.py"
 
   - repo: https://github.com/astral-sh/ruff-pre-commit
-    rev: v0.1.9
+    rev: v0.1.12
     hooks:
       - id: ruff
         args: ["--fix"]