Code

High-precision 128-bit value types#2072

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twitu wants to merge 84 commits intodevelopnautechsystems/nautilus_trader:developfrom high-precisionnautechsystems/nautilus_trader:high-precisionCopy head branch name to clipboard

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Commits

Commits on Nov 24, 2024

• Feature flag i128 precision for raw price

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Commits on Nov 30, 2024

• Refactor raw price type checks

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• Fix clippy lints

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• Fix improper ctype calling convention lint

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• Use fixed size binary encoding for high precision

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Commits on Dec 2, 2024

• Fix decode batch using macro

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Commits on Dec 3, 2024

• Fix depth tests

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• Refactor get_raw_price function

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• Clippy fixes

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• Clippy fixes

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• Fix tests

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• Fix clippy

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• Turn off databento for high precision

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• Merge branch 'develop' into high-precision

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Commits on Dec 8, 2024

• Merge branch 'develop' into high-precision

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Commits on Dec 21, 2024

• Merge branch 'develop' into high-precision

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Commits on Dec 22, 2024

• Run high-precision experiments

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• Make fixed sized binary the default encoding for price values

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• Refactor tests and imports

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• Fix databento high precision price usage

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• Nit

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Commits on Dec 27, 2024

• Merge branch 'develop' into high-precision

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Commits on Dec 30, 2024

• High precision i128 backing Quantity

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Commits on Dec 31, 2024

• Fix databento raw value decoding

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• Fix scalar usage in serialization

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• Fix serialization tests

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Commits on Jan 1, 2025

• High precision money

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• Fix serializer tests

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• Fix for databento tests

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Commits on Jan 2, 2025

• TODO: overwritten constants

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• High precision issue test cases

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  4034bf0

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• Port test data to new schema

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• Fix orderbook levels tests

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Commits on Jan 4, 2025

• Compile feature flagged high precision types (#2164)

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• Merge branch 'develop' into high-precision

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Commits on Jan 5, 2025

• Merge branch 'develop' into high-precision

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• Fix compiler warnings

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  62f69e1

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• Fix some tests and corral high-precision issue

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• Fix rounding issues

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• Fix money max and min

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• Merge branch 'develop' into high-precision

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• Merge branch 'develop' into high-precision

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  43c6b3e

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• Cleanup imports

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• Pause CI for now

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• Pause CI for now

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Commits on Jan 7, 2025

• Merge branch 'develop' into high-precision

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• Merge branch 'develop' into high-precision

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Commits on Jan 8, 2025

• Fix from_raw conversions and some tests

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Commits on Jan 9, 2025

• Merge branch 'develop' into high-precision

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• Fix object subpackage tests

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Commits on Jan 10, 2025

• Merge branch 'develop' into high-precision

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  a31186e

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• Fix more tests for 64-bit precision

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• Fix clippy lints

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  dafccf5

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• Standardize high-precision feature config ordering

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• Fix and standardize from_raw

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• Fix quote_tick_new C alignment issue

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Commits on Jan 11, 2025

• Merge branch 'develop' into high-precision

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• Add price and quantity raw create functions

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• Fix bar for high-precision

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• Fix currency tests

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• Fix order book and remaining data types

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  95c8f79

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• Alias integer types

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• Standardize raw value aliasing

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• Standardize raw int method naming

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• Fix legacy wranglers and data

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• Merge branch 'develop' into high-precision

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  1b48422

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• Remove high precision issue ignores

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Commits on Jan 12, 2025

• Fix and add fixed precision function tests

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• Fix price constants and market fills

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• Fix wrangler default volume calc

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  b1f65cb

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• Fix adapter scaling and tests

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• Fix wranglers v2 and refine constants

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  fa917e2

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• Fix transformer tests

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• Remove trivial_copy feature

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Commits on Jan 13, 2025

• Improve build and constants

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• Add benchmark for arithmetic operators

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• WIP: Compiling HIGH_PRECISION=false

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  58bff52

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• Fix build and import warnings

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• Fix import warnings and tests

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  b302a0c

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• Fix tests for low precision

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• Fix export rename

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• Remove redundant helper functions

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Commits on Jan 14, 2025

• Fix build for high_precision

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• Fix Rust tests for low precision

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