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Implement add venue for BacktestEngine #2457

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Merged
merged 7 commits into from
Mar 18, 2025
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@filipmacek filipmacek commented Mar 18, 2025

Pull Request

  • removed the local msgbus dependency and used a global approach for order matching engine and simulated exchange, and fixed tests where each test needed to call register_message_bus function
  • initialized cace, clock and exec engine in NautilusKernel
  • changed clock type for order matching engine and fix tests where ES instrument is used (setting the test clock current time to be higher than ES activation ns)
  • implemented add_venue for BacktestEngine
  • added TODO comment in iterate function of OrderMatchingEngine were generic clock were introduced and we lost set_time function which needs to be added later

@filipmacek filipmacek added the rust Relating to the Rust core label Mar 18, 2025
@filipmacek filipmacek requested a review from cjdsellers March 18, 2025 14:10
@filipmacek filipmacek self-assigned this Mar 18, 2025
@filipmacek filipmacek force-pushed the continue-backtesting-engine branch from aa5b6cb to 7a8fbc7 Compare March 18, 2025 15:52
@filipmacek filipmacek force-pushed the continue-backtesting-engine branch from 7a8fbc7 to 2869923 Compare March 18, 2025 17:27
@cjdsellers cjdsellers changed the title Implement add venue for Backtest engine Implement add venue for BacktestEngine Mar 18, 2025
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👌

@cjdsellers cjdsellers merged commit dfd23a0 into develop Mar 18, 2025
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@cjdsellers cjdsellers deleted the continue-backtesting-engine branch March 18, 2025 18:53
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2 participants