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Release 1.209.0 #2143

Merged
merged 113 commits into from
Dec 25, 2024
Merged

Release 1.209.0 #2143

merged 113 commits into from
Dec 25, 2024

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cjdsellers
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See release notes.

cjdsellers and others added 30 commits December 16, 2024 07:37
@cjdsellers
Bump version
178999b
@cjdsellers
Fix build-wheels workflow
c987bff
@cjdsellers
Add Python docstrings for pyo3 datetime functions
f8d68b1
@cjdsellers
Fix release notes typos
dae7f78
@cjdsellers
Update dependencies and release notes
4675e4c
@cjdsellers
Standardize SQL schema field ordering
43d41d3
@cjdsellers
Standardize maker_fee taker_fee param ordering
979f3ae
@stefansimik
Refactor to use self.config attributes consistently (#2120)
d209d56 
Replaced direct instance variables with `self.config` attributes to standardize access to configuration parameters across the codebase. Simplifies and enhances maintainability by reducing redundancy and potential errors.

Closes #2114.
@cjdsellers
Update release notes
81567bd
@cjdsellers
Adjust codecov config
1000672
@cjdsellers
Update dependencies and release notes
72bb586
@cjdsellers
Add instrument re-exports in Rust
d624c93
@faysou
Use exchange as venue for Databento GLBX dataset (#2108)
bf3dbf8
@cjdsellers
Standardize function naming conventions
7be4aa2
@cjdsellers
Simplify String::as_str associated function path
6f7265f
@cjdsellers
Fix GLBX hard coding for instruments request
6c03f0b
@cjdsellers
Adjust build-wheels workflow ubuntu version
4ef754f
@faysou
Fix databento venue conversion for GLBX (#2121)
436143f 
* Fix databento venue conversion for GLBX
* Add start as params for databento market data subscriptions
@cjdsellers
Update dependencies
7ac29d1
@cjdsellers
Apply formatting
e9e70b4
@cjdsellers
Use IndexMap for book methods to maintain order
e8c5f3f
@cjdsellers
Add optional depth param to some OrderBook methods
81e4566
@faysou
Fix live Databento venue conversion for GLBX (#2124)
f970a8c
@cjdsellers
Fix clippy lints
966a60e
@cjdsellers
Cleanup Databento subscriptions start param
75175c9
@cjdsellers
Update release notes
b65c810
@cjdsellers
Fix OrderBook group_levels depth logic
4535ca4
@faysou
Refactor start of data definition in DataEngine (#2126)
2d572e2
@stefansimik
Add margin and commission docs (#2128)
a06c37f 
Add two new sections to instruments.md:
- Margins and fees: Explain margin calculations, leverage,
  and fee structures
- Commissions: Document built-in fee models and custom
  implementation examples

Closes #2127.
@sunlei
Add WebSocket API trading support for Bybit (#2129)
7f6b566
cjdsellers and others added 28 commits December 24, 2024 08:51
@cjdsellers
Update installation docs
3ffe4d8
@cjdsellers
Upgrade CI build workflow
b19bf57
@cjdsellers
Upgrade CI build workflow
9f9e8f6
@cjdsellers
Refine release notes
d3b1c32
@cjdsellers
Update codecov config
5cfaa11
@cjdsellers
Refine CI workflows
1e7b4cc
@cjdsellers
Fix running examples in CI
f2c61e6
@cjdsellers
Update README
16c305c
@cjdsellers
Refine packages index heading
19c1100
@cjdsellers
Update installation docs
2b78f45
@cjdsellers
Revert nanos_since_unix_epoch optimization
2adf115
@cjdsellers
Refine README
2111983
@cjdsellers
Refine build CI workflow
7c41b84
@cjdsellers
Remove redundant script
42a04e5
@cjdsellers
Refine installation docs
9af983c
@cjdsellers
Fix CI build workflow
e77a610
@faysou
Add tests for request_aggregated_bars (#2139)
cde0399
@cjdsellers
Fix CI build workflow
22e0caf
@cjdsellers
Fix CI build workflow
a4828b6
@cjdsellers
Fix installation docs
fdad2f7
@cjdsellers
Refine CI build workflow
d0616f4
@cjdsellers
Refine CI build workflow
c6d0686 
Ensure codspeed only runs for latest ubuntu and python.
@stefansimik
Fix demo notebook backtest_high_level (#2142)
fee0c5d 
Notebook needed some small updates in phase of loading data, because it was failing on some warning / errors as reported Discord: https://discord.com/channels/924497682343550976/924499913386102834/1321253768855162963
@cjdsellers
Update release notes
0173963
@cjdsellers
Standardize CI workflow naming conventions
6a43ebd
@cjdsellers
Add BacktestVenueConfig.trade_execution config option
84634b0
@cjdsellers
Standardize config option terminology
dba8097
@cjdsellers
Update dependencies and release notes
e23f0c0
@codspeed-hq CodSpeed HQ
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codspeed-hq bot commented Dec 25, 2024 •
edited
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CodSpeed Performance Report

Merging #2143 will not alter performance

Comparing develop (19a5996) with develop (d1e69e1)

Summary

✅ 53 untouched benchmarks
🆕 3 new benchmarks

Benchmarks breakdown

Benchmark develop develop Change
🆕 test_format_iso8601 N/A 24.2 µs N/A
🆕 test_format_iso8601_millis N/A 24.7 µs N/A
🆕 test_unix_nanos_to_iso8601 N/A 20.2 µs N/A

@cjdsellers cjdsellers merged commit 290bd8e into master Dec 25, 2024
18 checks passed
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7 participants
@cjdsellers @sunlei @stefansimik @faysou @twitu @DeevsDeevs @davidsblom