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Develop #131

Merged
merged 21 commits into from
Nov 17, 2020
Merged

Develop #131

merged 21 commits into from
Nov 17, 2020

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cjdsellers
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- PyCharm now detects CPython datetime attributes
- Fix value bar aggregation
- Improve data wrangling
- Compress all data files
- Add backtest examples
- Add new data
- Decompress and trim
- Improve some property names
- Improve Identifier equality checking
- Remove redundant constants
- Small fix to elif block
- Improve some docstrings
- Update dependencies
- Cleanup FillModel
- Preparation for trade ticks
- Create Tick base class
- Separate QuoteTick and TradeTick data wrangling
- Add except * to some core functions
- Remove redundant _eval_double method
- Remove redundant math op constants
- Preparation for TradeTick processing
- [WIP] Implement random shuffling of high/low for bars
- Fix TimeBarAggregator start times
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codecov bot commented Nov 17, 2020

Codecov Report

Merging #131 (4ce0d82) into master (1c030cb) will decrease coverage by 1.08%.
The diff coverage is 73.62%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #131      +/-   ##
==========================================
- Coverage   85.73%   84.65%   -1.09%     
==========================================
  Files         118      118              
  Lines       10049    10205     +156     
==========================================
+ Hits         8616     8639      +23     
- Misses       1433     1566     +133     
Impacted Files Coverage Δ
nautilus_trader/core/datetime.pyx 97.77% <ø> (-0.10%) ⬇️
nautilus_trader/core/functions.pxd 50.00% <ø> (ø)
nautilus_trader/backtest/modules.pyx 32.14% <28.57%> (-46.18%) ⬇️
nautilus_trader/backtest/exchange.pyx 67.26% <52.47%> (-1.94%) ⬇️
nautilus_trader/data/aggregation.pyx 82.11% <56.66%> (+1.29%) ⬆️
nautilus_trader/backtest/models.pyx 77.27% <57.14%> (-5.34%) ⬇️
nautilus_trader/backtest/data.pyx 71.65% <65.51%> (-13.85%) ⬇️
nautilus_trader/model/position.pyx 93.71% <70.00%> (ø)
nautilus_trader/data/wrangling.pyx 81.98% <81.18%> (-7.94%) ⬇️
nautilus_trader/backtest/loaders.pyx 86.63% <85.96%> (-0.08%) ⬇️
... and 32 more

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@cjdsellers cjdsellers merged commit 56a10d3 into master Nov 17, 2020
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