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Add support for data download during backtest#2652

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cjdsellers merged 1 commit into
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download_data
Jun 12, 2025
Merged

Add support for data download during backtest#2652
cjdsellers merged 1 commit into
developfrom
download_data

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@faysou

@faysou faysou commented May 19, 2025

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Pull Request

NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.

Summary

Add download function to backtest node in order to be able to download data and save it to a catalog easily.
This PR builds on previous PRs (see their comments for more details on each of them).

To reduce maintance, I will only rebase this PR while waiting it gets merged.

Related Issues/PRs

#2574
#2594

Type of change

  • New feature (non-breaking)

Release notes

  • I added a concise entry to RELEASES.md that follows the existing conventions (when applicable)

Testing

Tested on included example

@faysou faysou force-pushed the download_data branch 5 times, most recently from 94bee45 to d3ae70b Compare May 23, 2025 18:39
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CLAassistant commented May 23, 2025

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@faysou faysou force-pushed the download_data branch 11 times, most recently from 2ac3ff8 to 8d5b794 Compare May 29, 2025 09:48
@faysou faysou force-pushed the download_data branch 8 times, most recently from 161fd38 to 1e28b9b Compare June 1, 2025 13:20
@faysou faysou mentioned this pull request Jun 1, 2025
3 tasks
@faysou faysou force-pushed the download_data branch 4 times, most recently from d5b6a85 to 6f8617e Compare June 4, 2025 11:18
@faysou faysou changed the title Add download_data function to BacktestNode Add support for data download during backtest and refactor of catalog Jun 4, 2025
@faysou faysou force-pushed the download_data branch 7 times, most recently from be93e2b to ca3ff99 Compare June 9, 2025 08:38

@cjdsellers cjdsellers left a comment

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I still need to wrap my head around the changes to the node, looking great so far though!

Comment thread nautilus_trader/live/data_client.py Outdated
Comment thread nautilus_trader/persistence/catalog/parquet.py
Comment thread nautilus_trader/persistence/catalog/parquet.py
Comment thread nautilus_trader/persistence/catalog/parquet.py
Comment thread nautilus_trader/persistence/funcs.py
Comment thread nautilus_trader/data/messages.pyx
@faysou faysou closed this Jun 11, 2025
@faysou faysou reopened this Jun 11, 2025
Comment thread nautilus_trader/backtest/node.py
Comment thread tests/unit_tests/common/test_actor.py
@cjdsellers cjdsellers changed the title Add support for data download during backtest and refactor of catalog Add support for data download during backtest Jun 12, 2025
@cjdsellers cjdsellers merged commit 70fa07d into develop Jun 12, 2025
25 checks passed
@cjdsellers cjdsellers deleted the download_data branch June 12, 2025 09:27
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3 participants