Merge pull request #101 from nautechsystems/develop

Develop
nautechsystems · Oct 29, 2020 · 313f78a · 313f78a
2 parents c489ab1 + 028e1f2
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diff --git a/docs/development/coding_standards.md b/docs/development/coding_standards.md
diff --git a/docs/development/data.md b/docs/development/data.md
diff --git a/docs/development/deployment.md b/docs/development/deployment.md
diff --git a/docs/development/documentation.md b/docs/development/documentation.md
diff --git a/docs/development/packaging.md b/docs/development/packaging.md
diff --git a/docs/development/testing.md b/docs/development/testing.md
diff --git a/docs/source/api/common.rst b/docs/source/api/common.rst
@@ -44,16 +44,6 @@ Component
    :undoc-members:
    :member-order: bysource
 
-Constants
----------
-
-.. automodule:: nautilus_trader.common.constants
-   :show-inheritance:
-   :inherited-members:
-   :members:
-   :undoc-members:
-   :member-order: bysource
-
 Factories
 ---------
 

diff --git a/docs/source/api/indicators.rst b/docs/source/api/indicators.rst
@@ -24,6 +24,16 @@ Exponential Moving Average (EMA)
    :undoc-members:
    :member-order: bysource
 
+Donchian Channel
+----------------
+
+.. automodule:: nautilus_trader.indicators.donchian_channel
+   :show-inheritance:
+   :inherited-members:
+   :members:
+   :undoc-members:
+   :member-order: bysource
+
 Hull Moving Average (HMA)
 -------------------------
 
@@ -74,7 +84,7 @@ Average True Range (ATR)
    :undoc-members:
    :member-order: bysource
 
-Bid Ask Min Max
+Bid-Ask Min-Max
 ---------------
 
 .. automodule:: nautilus_trader.indicators.bid_ask_min_max

diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -45,7 +45,8 @@
     "sphinx.ext.autodoc",
     "sphinx.ext.doctest",
     "sphinx.ext.coverage",
-    "sphinx.ext.intersphinx",
+    "sphinx.ext.graphviz",
+    "sphinx.ext.inheritance_diagram",
     "numpydoc",
 ]
 
@@ -76,7 +77,6 @@
 # This pattern also affects html_static_path and html_extra_path.
 exclude_patterns = []
 
-
 # -- Options for HTML output -------------------------------------------------
 
 html_theme = "sphinx_rtd_theme"
@@ -92,11 +92,11 @@
 html_logo = "_static/img/nautilus-black.png"
 
 
-def skip(app, what, name, obj, would_skip, options):
+def skip(app, what, name, obj, would_skip, options):  # noqa
     if name == "__init__":
         return False
     return would_skip
 
 
-def setup(app):
+def setup(app):  # noqa
     app.connect("autodoc-skip-member", skip)
diff --git a/docs/source/development/coding_standards.rst b/docs/source/development/coding_standards.rst
@@ -4,6 +4,10 @@ Coding Standards
 - PEP-8 and variations
 - Cython specifics
 - NumPy docstrings
+- flake8 usage and ignores
+- pre-commit hook setup and usage
+- isort usage
+- darglint usage
 
 Code Style
 ----------

diff --git a/docs/source/development/overview.rst b/docs/source/development/overview.rst
@@ -11,3 +11,64 @@ To run code or tests from the source code, first compile the C extensions for th
     $ python setup.py build_ext --inplace
 
 All tests can be run via the `run_tests.sh` script, or through pytest.
+
+Packaging for PyPI
+------------------
+
+### CI Pipeline
+The CI pipeline will now automatically package passing builds and upload
+to PyPI via twine. The below manual packaging instructions are being kept
+for historical reasons.
+
+### Manually Packaging
+Ensure version has been bumped and not pre-release.
+
+Create the distribution package tar.gz
+
+    python setup.py sdist
+
+
+Ensure this is the only distribution in the /dist directory
+
+Push package to PyPI using twine;
+
+    twine upload --repository pypi dist/*
+
+Username is \__token__
+
+Use the pypi token
+
+
+Internal Data
+-------------
+
+Various data is contained internally in the `_data` folder. If file names are
+changed ensure the `MANIFEST.in` is updated.
+
+### Libor Rates
+The libor rates for 1 month USD can be updated by downloading the CSV data
+from https://fred.stlouisfed.org/series/USD1MTD156N
+
+Ensure you select `Max` for the time window.
+
+### Short Term Interest Rates
+The interbank short term interest rates can be updated by downloading the CSV
+data at https://data.oecd.org/interest/short-term-interest-rates.htm
+
+### Economic Events
+The economic events can be updated from downloading the CSV data from fxstreet
+https://www.fxstreet.com/economic-calendar
+
+Ensure timezone is set to GMT.
+
+A maximum 3 month range can be filtered and so yearly quarters must be
+downloaded manually and stitched together into a single CSV.
+
+Use the calendar icon to filter the data in the following way;
+
+- 01/01/xx - 31/03/xx
+- 01/04/xx - 30/06/xx
+- 01/07/xx - 30/09/xx
+- 01/10/xx - 31/12/xx
+
+Download each CSV
diff --git a/docs/source/guides/deploying_live.rst b/docs/source/guides/deploying_live.rst
@@ -1,2 +1,36 @@
 Deploying Live
-==============
+==============
+
+*** This documentation is currently a work in progress ***
+
+Encryption
+----------
+
+For effective remote deployment of a live `TradingNode` which needs to access remote services,
+encryption keys must be user generated. The currently supported encryption scheme is that which is built
+into ZeroMQ being Curve25519 elliptic curve algorithms. This allows perfect forward security with
+ephemeral keys being exchanged per connection. The public `server.key` must be shared with the trader
+ahead of time and contained in the `keys\` directory (see below).
+
+To generate a new client key pair from a python console or .py run the following;
+
+.. code-block::
+
+    from pathlib import Path
+
+    import zmq.auth
+
+    keys_dir = 'path/to/your/keys'
+    Path(keys_dir).mkdir(parents=True, exist_ok=True)
+
+    zmq.auth.create_certificates(keys_dir, 'client')
+
+Live Deployment
+---------------
+
+The user must assemble a directory including the following;
+
+- `config.json` for configuration settings
+- `keys/` directory containing the `client.key_secret` and `server.key`
+- `launch.py` referring to the strategies to run
+- trading strategy python or cython files
diff --git a/docs/source/index.rst b/docs/source/index.rst
@@ -146,4 +146,3 @@ Index
 
     resources/research
     resources/further_reading
-
diff --git a/examples/strategies/ema_cross_cython.pyx b/examples/strategies/ema_cross_cython.pyx
@@ -132,7 +132,7 @@ cdef class EMACross(TradingStrategy):
         self.log.info(f"Received {bar_type} Bar({bar})")
 
         # Check if indicators ready
-        if not self.indicators_initialized():
+        if not self.indicators_initialized:
             self.log.info(f"Waiting for indicators to warm up "
                           f"[{self.data.bar_count(self.bar_type)}]...")
             return  # Wait for indicators to warm up...

diff --git a/examples/strategies/ema_cross_simple.py b/examples/strategies/ema_cross_simple.py
@@ -121,7 +121,7 @@ def on_bar(self, bar_type: BarType, bar: Bar):
         self.log.info(f"Received {bar_type} Bar({bar})")
 
         # Check if indicators ready
-        if not self.indicators_initialized():
+        if not self.indicators_initialized:
             self.log.info(f"Waiting for indicators to warm up "
                           f"[{self.data.bar_count(self.bar_type)}]...")
             return  # Wait for indicators to warm up...

diff --git a/nautilus_trader/__init__.py b/nautilus_trader/__init__.py
@@ -25,7 +25,7 @@
 # Semantic Versioning (https://semver.org/)
 _MAJOR_VERSION = 1
 _MINOR_VERSION = 83
-_PATCH_VERSION = 5
+_PATCH_VERSION = 8
 _PRE_RELEASE = ''
 
 __version__ = '.'.join([