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Develop #132

Merged
merged 5 commits into from
Nov 18, 2020
Merged

Develop #132

merged 5 commits into from
Nov 18, 2020

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cjdsellers
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- Add meaningful exceptions to identifier from_string methods
- Fix order serialization
- Cleanup redundancy in a position method
- Remove redundant object param types
- Remove a non-standard type comment
- Change OrderFilled.avg_price property name to fill_price for clarity
- Standardize constants
- Improve type checking
- Fix order avg_price calculation
- Fix docs
- Implement TradeTickDataWrangler
- Generalize example strategies
- Generalize instrument calculation methods
- Generalize portfolio calculations
- Update tests
- Update docstrings
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codecov bot commented Nov 18, 2020

Codecov Report

Merging #132 (1267869) into master (4ce0d82) will increase coverage by 0.15%.
The diff coverage is 72.22%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #132      +/-   ##
==========================================
+ Coverage   84.65%   84.81%   +0.15%     
==========================================
  Files         118      118              
  Lines       10205    10252      +47     
==========================================
+ Hits         8639     8695      +56     
+ Misses       1566     1557       -9     
Impacted Files Coverage Δ
nautilus_trader/execution/engine.pyx 68.31% <ø> (ø)
nautilus_trader/indicators/bid_ask_min_max.pyx 90.00% <ø> (ø)
nautilus_trader/model/objects.pyx 100.00% <ø> (+4.71%) ⬆️
nautilus_trader/backtest/exchange.pyx 65.26% <19.23%> (-2.00%) ⬇️
nautilus_trader/data/base.pyx 97.22% <50.00%> (-2.78%) ⬇️
nautilus_trader/data/wrangling.pyx 78.57% <50.00%> (-3.42%) ⬇️
nautilus_trader/model/identifiers.pyx 95.37% <50.00%> (-0.79%) ⬇️
nautilus_trader/backtest/data.pyx 71.42% <66.66%> (-0.23%) ⬇️
nautilus_trader/trading/portfolio.pyx 82.32% <76.92%> (+0.50%) ⬆️
nautilus_trader/model/position.pyx 94.70% <85.71%> (+0.99%) ⬆️
... and 22 more

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@cjdsellers cjdsellers merged commit 399006d into master Nov 18, 2020
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