Merge pull request #103 from nautechsystems/develop

Develop
nautechsystems · Oct 30, 2020 · e3ffa4b · e3ffa4b
2 parents b9c6a09 + b25f536
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diff --git a/README.md b/README.md
@@ -21,33 +21,34 @@
 
 ## Introduction
 
-NautilusTrader is a high-performance algorithmic trading platform allowing quantitative traders
-the ability to backtest portfolios of automated trading strategies on historical
-data with an event-driven engine, and also trade those strategies live in a
-production grade environment. The project heavily utilizes Cython to provide
-type safety and performance through C extension modules. The libraries can be
+_NautilusTrader_ is an open-source, high-performance algorithmic trading platform, providing quantitative traders
+with the ability to backtest portfolios of automated trading strategies on historical
+data with an event-driven engine, and also trade those same strategies live in a
+production grade environment. 
+
+The project heavily utilizes Cython, which provides
+static type safety and performance through C extension modules. The libraries can be
 accessed from both pure Python and Cython.
 
+## Cython
 Cython is a compiled programming language that aims to be a superset of the
 Python programming language, designed to give C-like performance with code that
 is written mostly in Python with optional additional C-inspired syntax.
 
 > https://cython.org
 
-To run code or tests from the source code, first compile the C extensions for the package.
-
-    $ python setup.py build_ext --inplace
-
 ## Documentation
 
+The documentation for the latest version of the package is available on _readthedocs_.
+
 > https://nautilus-trader.readthedocs.io
 
 ## Features
 
-- **Fast:** C level speed and type safety provided through Cython. Asynchronous networking with uvloop.
-- **Reliable:** Redis or Postgres backed performant state persistence for the live `ExecutionEngine`.
-- **Flexible:** Any FIX or REST API can be integrated into the platform, with no changes to your strategy scripts.
-- **Backtesting:** Multiple instruments and strategies simultaneously with historical tick and/or bar data.
+- **Fast:** C level speed and type safety provided through Cython. Asynchronous networking utilizing uvloop.
+- **Reliable:** Redis or Postgres backed performant state persistence for live implementations.
+- **Flexible:** Any FIX, REST or WebSockets or API can be integrated into the platform.
+- **Backtesting:** Multiple instruments and strategies simultaneously with historical quote tick, trade tick and bar data.
 - **Multi-venue:** Multiple venue capabilities allows market making and statistical arbitrage strategies.
 - **AI Agent Training:** Backtest engine fast enough to be used to train AI trading agents (RL/ES).
 
@@ -62,15 +63,32 @@ To run code or tests from the source code, first compile the C extensions for th
 
 ## Installation
 
-Latest version;
+The latest version can be installed via PyPI and is tested against
+Python 3.6.x - 3.8.x on _Linux_ and _MacOS_.
 
     $ pip install nautilus_trader
 
+## Development
+
+We recommend the PyCharm _Professional_ edition IDE as it interprets Cython syntax.
+
+> https://www.jetbrains.com/pycharm/
+
+To run code or tests from the source code, first compile the C extensions for the package.
+
+    $ python setup.py build_ext --inplace
+
+Please refer to the _Developer Guide_ in the documentation for further details.
+
 ## Contributing
 
-All forms of contribution are welcome. Please see the guide on how to contribute.
+Involvement from the developer community is a goal for this project. All
+are welcome to open issues/discussions on GitHub for proposed enhancements, feature
+requests, and bug reports.
+
+Please refer to the below.
 
-[Contributing](CONTRIBUTING.md)
+[CONTRIBUTING.md](CONTRIBUTING.md)
 
 ---
 

diff --git a/docs/requirements.txt b/docs/requirements.txt
@@ -15,5 +15,5 @@ pre-commit>=2.6.0
 isort>=5.6.1
 flake8>=3.8.4
 sphinx>=1.8.5
-sphinx-autoapi>=1.5.1
+sphinx-rtd-theme>=0.5.0
 numpydoc>=1.1.0
diff --git a/docs/source/api_reference/core.rst b/docs/source/api_reference/core.rst
@@ -43,7 +43,7 @@ Decimal
    :undoc-members:
    :member-order: bysource
 
-Finite State Machine (fsm)
+Finite State Machine (FSM)
 --------------------------------
 
 .. automodule:: nautilus_trader.core.fsm

diff --git a/docs/source/api_reference/trading.rst b/docs/source/api_reference/trading.rst
@@ -68,3 +68,8 @@ Trader
 ------
 
 .. automodule:: nautilus_trader.trading.trader
+   :show-inheritance:
+   :inherited-members:
+   :members:
+   :undoc-members:
+   :member-order: bysource
diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -45,8 +45,6 @@
     "sphinx.ext.autodoc",
     "sphinx.ext.doctest",
     "sphinx.ext.coverage",
-    "sphinx.ext.graphviz",
-    "sphinx.ext.inheritance_diagram",
     "numpydoc",
 ]
 

diff --git a/nautilus_trader/__init__.py b/nautilus_trader/__init__.py
@@ -13,7 +13,13 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
-"""Define package location and version information."""
+"""
+The `trading` sub-package groups the core trading operations components.
+
+This is a top level package where the majority of users will interface with the
+framework. Custom trading strategies can be implemented by inheriting from the
+`TradingStrategy` base class.
+"""
 
 import os
 
@@ -25,7 +31,7 @@
 # Semantic Versioning (https://semver.org/)
 _MAJOR_VERSION = 1
 _MINOR_VERSION = 83
-_PATCH_VERSION = 9
+_PATCH_VERSION = 10
 _PRE_RELEASE = ''
 
 __version__ = '.'.join([

diff --git a/nautilus_trader/adapters/__init__.py b/nautilus_trader/adapters/__init__.py
@@ -13,4 +13,8 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
-"""The `adapters` module provides integrations for data providers, brokerages, and exchanges."""
+"""
+The `adapters` module provides integrations for data providers, brokerages, and exchanges.
+
+More description to follow.
+"""
diff --git a/nautilus_trader/analysis/__init__.py b/nautilus_trader/analysis/__init__.py
@@ -16,5 +16,5 @@
 """
 The `analysis` sub-package groups components relating to trading performance statistics and analysis.
 
-More description to follow (silence Codacy).
+More description to follow.
 """
diff --git a/nautilus_trader/common/__init__.py b/nautilus_trader/common/__init__.py
@@ -13,4 +13,20 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
-"""The `common` sub-package provides common parts for the platforms components."""
+"""
+The `common` sub-package provides common parts for the frameworks components.
+
+More domain specific concepts are introduced above the `core` base layer. The
+identifier cache is implemented, a base `Clock` with `Test` and `Live`
+implementations which can control many `Timer` instances.
+
+System level commands and enums.
+
+The base `Component` class.
+
+Trading domain specific components for generating `Order` and `Identifier` objects.
+
+Common logging components.
+
+Common `UUID` class.
+"""
diff --git a/nautilus_trader/common/enums.pyx b/nautilus_trader/common/enums.pyx
@@ -19,5 +19,5 @@ Provides the C enums as Python enums for external use.
 isort:skip_file
 """
 
-from nautilus_trader.model.c_enums.component_state import ComponentState      # noqa F401 (being used)
-from nautilus_trader.model.c_enums.component_trigger import ComponentTrigger  # noqa F401 (being used)
+from nautilus_trader.common.c_enums.component_state import ComponentState      # noqa F401 (being used)
+from nautilus_trader.common.c_enums.component_trigger import ComponentTrigger  # noqa F401 (being used)
diff --git a/nautilus_trader/core/__init__.py b/nautilus_trader/core/__init__.py
@@ -13,4 +13,13 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
-"""The `core` sub-package groups core types, functions and components for the platform."""
+"""
+The `core` sub-package groups core constants, functions and components for the framework.
+
+The main focus here is on efficiency and re-usability as this forms the base
+layer of the entire framework. Message passing is a core design philosophy and
+the message base types are contained here.
+
+A generic `FiniteStateMachine` operates with C-level enums, ensuring correct
+state transitions for both domain entities and common components.
+"""
diff --git a/nautilus_trader/core/cache.pyx b/nautilus_trader/core/cache.pyx
@@ -13,6 +13,13 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
+"""
+Defines a generic object cache.
+
+The intended use is to reduce the creation of duplicate objects such as
+identifiers, which represent the same thing.
+"""
+
 from nautilus_trader.core.correctness cimport Condition
 
 
@@ -101,6 +108,6 @@ cdef class ObjectCache:
 
     cpdef void clear(self) except *:
         """
-        Clears all cached values.
+        Clear all cached values.
         """
         self._cache.clear()
diff --git a/nautilus_trader/core/decimal.pxd b/nautilus_trader/core/decimal.pxd
@@ -18,7 +18,13 @@ cdef class Decimal:
     cdef readonly object _value
 
     @staticmethod
-    cdef inline tuple _convert_values(object a, object b)
+    cdef inline object _extract_value(object obj)
+
+    @staticmethod
+    cdef inline bint _compare(a, b, int op) except *
+
+    @staticmethod
+    cdef inline double _eval_double(double a, double b, int op) except *
 
     cpdef object as_decimal(self)
     cpdef double as_double(self) except *