Fix and update

.pre-commit-config.yaml

@@ -3,7 +3,7 @@ repos:
   #  General checks
   ##############################################################################
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.4.0
+    rev: v4.5.0
     hooks:
       - id: fix-encoding-pragma
         args: [--remove]
@@ -24,7 +24,7 @@ repos:
       - id: check-yaml
 
   - repo: https://github.com/codespell-project/codespell
-    rev: v2.2.4
+    rev: v2.2.6
     hooks:
       - id: codespell
         description: Checks for common misspellings.
@@ -34,35 +34,35 @@ repos:
   #  Python formatting and linting
   ##############################################################################
   - repo: https://github.com/asottile/add-trailing-comma
-    rev: v2.4.0
+    rev: v3.1.0
     hooks:
       - id: add-trailing-comma
         name: add-trailing-comma
         types: [python]
 
   - repo: https://github.com/psf/black
-    rev: 23.3.0
+    rev: 24.2.0
     hooks:
       - id: black
         types_or: [python, pyi]
         entry: "black"
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
-    rev: v0.0.269
+    rev: v0.3.0
     hooks:
       - id: ruff
         args: ["--fix"]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: v1.3.0
+    rev: v1.8.0
     hooks:
       - id: mypy
         args: [--no-strict-optional, --ignore-missing-imports, --warn-no-return, --explicit-package-bases]
         additional_dependencies: [types-pytz, types-redis, types-toml, types-requests, msgspec]
         exclude: "nautilus_server/backend/api_v1/endpoints/models*"
 
   - repo: https://github.com/kynan/nbstripout
-    rev: 0.6.1
+    rev: 0.7.1
     hooks:
       - id: nbstripout
 
@@ -75,7 +75,7 @@ repos:
       - id: jshint
 
   - repo: https://github.com/pre-commit/mirrors-prettier
-    rev: "v3.1.0"
+    rev: "v4.0.0-alpha.8"
     hooks:
       - id: prettier
         args: ["--print-width", "160"]

Dockerfile

@@ -4,7 +4,7 @@ ENV PYTHONUNBUFFERED=1 \
     PIP_NO_CACHE_DIR=off \
     PIP_DISABLE_PIP_VERSION_CHECK=on \
     PIP_DEFAULT_TIMEOUT=100 \
-    POETRY_VERSION=1.7.1 \
+    POETRY_VERSION=1.8.1 \
     POETRY_HOME="/opt/poetry" \
     POETRY_VIRTUALENVS_CREATE=false \
     POETRY_NO_INTERACTION=1 \
@@ -39,6 +39,3 @@ COPY ./nautilus_data $PYSETUP_PATH/nautilus_data
 
 # Generate data catalog
 RUN python -m nautilus_data.hist_data_to_catalog
-
-# Run backtest to generate data
-RUN python -m nautilus_data.example_backtest

nautilus_data/__init__.py

@@ -0,0 +1,14 @@
+# -------------------------------------------------------------------------------------------------
+#  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
+#  https://nautechsystems.io
+#
+#  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+#  You may not use this file except in compliance with the License.
+#  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+#
+#  Unless required by applicable law or agreed to in writing, software
+#  distributed under the License is distributed on an "AS IS" BASIS,
+#  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+#  See the License for the specific language governing permissions and
+#  limitations under the License.
+# -------------------------------------------------------------------------------------------------

nautilus_data/hist_data_to_catalog.py

@@ -1,5 +1,5 @@
 # -------------------------------------------------------------------------------------------------
-#  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+#  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 #  https://nautechsystems.io
 #
 #  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
@@ -13,29 +13,43 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
+from os import PathLike
+from pathlib import Path
 import requests
+
 from nautilus_trader.persistence.catalog import ParquetDataCatalog
 from nautilus_trader.persistence.wranglers import QuoteTickDataWrangler
 from nautilus_trader.test_kit.providers import CSVTickDataLoader
 from nautilus_trader.test_kit.providers import TestInstrumentProvider
 
-from nautilus_data.util import CATALOG_DIR
+
+ROOT = Path(__file__).parent.parent
+CATALOG_DIR = ROOT / "catalog"
+CATALOG_DIR.mkdir(exist_ok=True)
 
 
-def load_fx_hist_data(filename: str, currency: str, catalog_path: str) -> None:
+def load_fx_hist_data(
+    filename: str,
+    currency: str,
+    catalog_path: PathLike[str] | str,
+) -> None:
     instrument = TestInstrumentProvider.default_fx_ccy(currency)
     wrangler = QuoteTickDataWrangler(instrument)
 
     df = CSVTickDataLoader.load(filename, index_col=0, format="%Y%m%d %H%M%S%f")
     df.columns = ["bid_price", "ask_price", "size"]
     print(df)
 
+    print("Preparing ticks...")
     ticks = wrangler.process(df)
 
+    print("Writing data to catalog...")
     catalog = ParquetDataCatalog(catalog_path)
     catalog.write_data([instrument])
     catalog.write_data(ticks)
 
+    print("Done")
+
 
 def download(url: str) -> None:
     filename = url.rsplit("/", maxsplit=1)[1]