Crate nautilus_trading

Crate nautilus_trading 

Source
Expand description

Trading strategy machinery and orchestration NautilusTrader.

The nautilus-trading crate provides core trading capabilities including:

  • Forex sessions: Market session time calculations and timezone handling.

§Platform

NautilusTrader is an open-source, high-performance, production-grade 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 deploy those same strategies live, with no code changes.

NautilusTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.

§Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.

  • python: Enables Python bindings from PyO3.
  • extension-module: Builds the crate as a Python extension module.

Modules§

python
Python bindings from PyO3.
sessions
Provides utilities for determining Forex session times. Includes functions to convert UTC times to session local times and retrieve the next or previous session start/end.