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- [ ] prepare public market trade data from MAX.
- [x] prepare public market trade data from Binance.
- [ ] add a new back-test engine -- trade-based matching engine.
- [ ] simulate klines from pub…
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Add a logging system with timestamps to account for new positions being added/removed, changes to account balance etc.
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Add an initial integration for [Databento](https://databento.com/) covering US equities, futures, options on futures and equity options.
- Data loader for Databento Binary Encoding (DBN) files
- Feed…
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# Feature Request
Code reference: https://github.com/nautechsystems/nautilus_trader/blob/master/nautilus_trader/backtest/node.py
I was trying to run a high-level backtest and saw some output in th…
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**Describe the bug**
When trying to create an 800GB volume, I get resource exhausted, other volumes work without issue, and there is enough storage available.
**To Reproduce**
```
git clone http…
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#### Expected Behavior
Able to download options data with IQFeed
#### Actual Behavior
Runtime exception looking up IQFeed Symbols
```
20240719 00:41:18.959 ERROR:: IQFeedFileHistoryProvider.P…
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@kernc
It seems like you've abandoned this project. There are more and more issues and pull requests piling up constantly.
Can you consider granting someone the maintainer role, as you don't contrib…
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# To Utils or Not to Utils?
## Background
In the first making of this package, there was a `Utils` module that was intended to house common high-level behavior (such as cross-over events between t…
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I am trying to run backtesting module, using GUI. But when I select default **IF88.CEFEX** ticker - it fails to find the data, Same is for **AAPL.NYMEX**.
```
- 09:18:34 initialization CTA backte…
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在[WtCtaOptimizer.py](https://github.com/wondertrader/wtpy/blob/master/wtpy/apps/WtCtaOptimizer.py)这个文件中,start_task_group函数如下部分存在问题:
```
for param in params:
cnt += 1
print(f"{g…