Nautilus-trader

Released on August 15th 2022 (UTC).

Breaking Changes
- `BacktestEngine` now required venues to be added prior to instruments
- `BacktestEngine` now requires instruments to be added prior to data
- Renamed `Ladder.reverse` to `Ladder.is_reversed`
- Portfolio performance now displays commissions as a negative

Enhancements
- Added initial backtest config validation for instrument vs venue
- Added initial sandbox execution client
- Added leverage options for `BacktestVenueConfig`, thanks miller-moore
- Allow `Trader` to run without strategies loaded
- Integrated core Rust clock and timer
- De-cythonize `InstrumentProvider` base class

Fixes
- Fixed double counting of commissions for single-currency and multi-currency accounts 657

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Released on 27th June 2022 (UTC).

Breaking Changes
- Schema change for `Instrument.info` for `ParquetDataCatalog`

Enhancements
- Added `DirectionalMovementIndicator` indicator, thanks graceyangfan
- Added `KlingerVolumeOscillator` indicator, thanks graceyangfan
- Added `clientId` and `start_gateway` for IB config, thanks niks199

Fixes
- Fixed macOS ARM64 build
- Fixed Binance testnet URL
- Fixed IB contract ID dict, thanks niks199
- Fixed IB `InstrumentProvider` 685, thanks limx0
- Fixed IB orderbook snapshots L1 value assertion 712 , thanks limx0

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Released on 30th June 2022 (UTC).

Breaking Changes
None

Enhancements
- Ported core bar objects to Rust thanks ghill2
- Improved core `unix_nanos_to_iso8601` performance by 30% thanks ghill2
- Added `DataCatalog` interface for `ParquetDataCatalog` thanks jordanparker6
- Added `AroonOscillator` indicator thanks graceyangfan
- Added `ArcherMovingAveragesTrends` indicator thanks graceyangfan
- Added `DoubleExponentialMovingAverage` indicator thanks graceyangfan
- Added `WilderMovingAverage` indicator thanks graceyangfan
- Added `ChandeMomentumOscillator` indicator thanks graceyangfan
- Added `VerticalHorizontalFilter` indicator thanks graceyangfan
- Added `Bias` indicator thanks graceyangfan

Fixes
None

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Released on 6th June 2022 (UTC).

Breaking Changes
None

Enhancements
None

Fixes
- Fixed incorrect backtest log timestamps (was using actual time)
- Fixed formatting of timestamps for nanoseconds zulu as per RFC3339

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Released on 4th June 2022 (UTC).

Breaking Changes
None

Enhancements
- Improved error handling for invalid state triggers
- Improved component state transition behavior and logging
- Improved `TradingNode` disposal flow
- Implemented core monotonic clock
- Implemented logging in Rust
- Added `CommodityChannelIndex` indicator thanks graceyangfan

Fixes
None

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Released on 22nd May 2022 (UTC).

Breaking Changes
- `AccountId` constructor now takes single value string
- Removed redundant `UUIDFactory` and all associated backing fields and calls
- Removed `ClientOrderLinkId` (not in use)

Enhancements
- Refinements and improvements to Rust core

Fixes
- Fixed pre-trade notional risk checks incorrectly applied to `MARGIN` accounts
- Fixed `net_qty` in `PositionStatusReport` thanks to sidnvy
- Fixed `LinearRegression` indicator thanks to graceyangfan

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