Config¶

The config subpackage groups the core configuration types.

Adapter, testkit, and example configurations remain in their owning packages.

class BacktestDataConfig¶

Bases: object

Represents the data configuration for one specific backtest run.

bar_spec¶

bar_types¶

catalog_backend¶: Returns the configured catalog backend.

catalog_fs_protocol¶

catalog_fs_rust_storage_option_keys¶

catalog_fs_storage_option_keys¶

catalog_path¶

client_id¶

data_type¶

end_time¶

filter_expr¶

instrument_id¶

instrument_ids¶

metadata¶

optimize_file_loading¶

start_time¶

class BacktestEngineConfig¶

Bases: object

Configuration for BacktestEngine instances.

bypass_logging¶

cache¶

catalogs¶

controller¶

data_engine¶

delay_post_stop¶

exec_engine¶

instance_id¶

load_state¶

logging¶

msgbus¶

portfolio¶

risk_engine¶

run_analysis¶

save_state¶

shutdown_on_error¶

streaming¶

timeout_connection¶

timeout_disconnection¶

timeout_portfolio¶

timeout_reconciliation¶

timeout_shutdown¶

trader_id¶

class BacktestRunConfig¶

Bases: object

Represents the configuration for one specific backtest run. This includes a backtest engine with its actors and strategies, with the external inputs of venues and data.

chunk_size¶

data¶

dispose_on_completion¶

end¶

engine¶

id¶

raise_exception¶

start¶

venues¶

class BacktestVenueConfig¶

Bases: object

Represents a venue configuration for one specific backtest engine.

account_type¶

allow_cash_borrowing¶

bar_adaptive_high_low_ordering¶

bar_execution¶

base_currency¶

book_type¶

default_leverage¶

fee_model¶

fill_model¶

frozen_account¶

latency_model¶

leverages¶

liquidation_cancel_open_orders¶

liquidation_enabled¶

liquidation_trigger_ratio¶

liquidity_consumption¶

margin_model¶

modules¶

name¶

oms_type¶

oto_trigger_mode¶

price_protection_points¶

queue_position¶

reject_stop_orders¶

routing¶

starting_balances¶

support_contingent_orders¶

support_gtd_orders¶

trade_execution¶

use_market_order_acks¶

use_position_ids¶

use_random_ids¶

use_reduce_only¶

class CacheConfig¶

Bases: object

Configuration for Cache instances.

bar_capacity¶

buffer_interval_ms¶

bulk_read_batch_size¶

drop_instruments_on_reset¶

encoding¶

flush_on_start¶

persist_account_events¶

save_market_data¶

tick_capacity¶

timestamps_as_iso8601¶

use_instance_id¶

use_trader_prefix¶

class DataActorConfig¶

Bases: object

Common configuration for [DataActor] based components.

actor_id¶

log_commands¶

log_events¶

class DataCatalogConfig¶

Bases: object

Configuration for a catalog available to request-time historical data loading.

catalog_backend¶: Returns the catalog backend implementation to use.

fs_protocol¶: Returns the fsspec file system protocol for the data catalog.

fs_rust_storage_option_keys¶

name¶: Returns the catalog registration name.

params¶: Returns backend-specific catalog parameters.

path¶: Returns the path to the data catalog.

read_only¶: Returns whether the catalog rejects response write-back.

class DataClientConfig¶

Bases: object

Shared configuration for data clients registered with a live node.

dict()¶

handle_revised_bars¶

instrument_provider¶

json()¶

routing¶

to_importable(factory=None)¶

class DataEngineConfig¶

Bases: object

Configuration for DataEngine instances.

buffer_deltas¶

debug¶

disable_historical_cache¶

emit_quotes_from_book¶

emit_quotes_from_book_depths¶

external_clients¶

time_bars_build_delay¶

time_bars_build_with_no_updates¶

time_bars_interval_type¶

time_bars_origin_offset¶

time_bars_skip_first_non_full_bar¶

time_bars_timestamp_on_close¶

validate_data_sequence¶

class ExecutionAlgorithmConfig¶

Bases: object

Configuration for an execution algorithm.

exec_algorithm_id¶

log_commands¶

log_events¶

class ExecutionClientConfig¶

Bases: object

Shared configuration for execution clients registered with a live node.

dict()¶

instrument_provider¶

json()¶

routing¶

to_importable(factory=None)¶

class ExecutionEngineConfig¶

Bases: object

Configuration for ExecutionEngine instances.

allow_overfills¶

carry_replay_events_on_reopen¶

debug¶

external_clients¶

load_cache¶

manage_own_order_books¶

purge_account_events_interval_mins¶

purge_account_events_lookback_mins¶

purge_closed_orders_buffer_mins¶

purge_closed_orders_interval_mins¶

purge_closed_positions_buffer_mins¶

purge_closed_positions_interval_mins¶

purge_from_database¶

snapshot_orders¶

snapshot_positions¶

snapshot_positions_interval_secs¶

class FileWriterConfig¶

Bases: object

Configures file log output.

directory¶

file_format¶

file_name¶

file_rotate¶

class ImportableActorConfig¶

Bases: object

Configuration for creating actors from importable paths.

actor_path¶

config¶

config_path¶

class ImportableConfig¶

Bases: object

An importable client configuration and optional factory descriptor.

path: str¶

config: dict¶

factory: ImportableFactoryConfig | None = None¶

create() → object¶: Construct the original configuration class with all recorded fields.

dict() → dict[str, object]¶: Return the descriptor fields without converting their Python values.

json() → bytes¶: Encode the descriptor as JSON bytes, rejecting unsupported values.

classmethod parse(raw: str | bytes) → ImportableConfig¶: Decode a JSON descriptor while retaining all configuration fields.

class ImportableControllerConfig¶

Bases: object

Configuration for creating controllers from importable paths.

config¶

config_path¶

controller_path¶

class ImportableExecutionAlgorithmConfig¶

Bases: object

Configuration for creating execution algorithms from importable paths.

config¶

config_path¶

exec_algorithm_path¶

class ImportableFactoryConfig¶

Bases: object

A factory import path in module:qualified_name form.

path: str¶

create() → object¶: Import and construct the configured factory.

class ImportableStrategyConfig¶

Bases: object

Configuration for creating strategies from importable paths.

config¶

config_path¶

strategy_path¶

class InstrumentProviderConfig¶

Bases: object

Configuration for instrument providers.

filter_callable¶

filters¶

load_all¶

load_ids¶

log_warnings¶

class LiveDataEngineConfig¶

Bases: object

Configuration for live data engines.

buffer_deltas¶

debug¶

emit_quotes_from_book¶

emit_quotes_from_book_depths¶

external_clients¶

time_bars_build_delay¶

time_bars_build_with_no_updates¶

time_bars_interval_type¶

time_bars_origin_offset¶

time_bars_skip_first_non_full_bar¶

time_bars_timestamp_on_close¶

validate_data_sequence¶

class LiveExecutionEngineConfig¶

Bases: object

Configuration for live execution engines.

allow_overfills¶

debug¶

external_clients¶

filter_position_reports¶

filter_unclaimed_external_orders¶

filtered_client_order_ids¶

generate_missing_orders¶

inflight_check_interval_ms¶

inflight_check_retries¶

inflight_check_threshold_ms¶

load_cache¶

manage_own_order_books¶

max_single_order_queries_per_cycle¶

open_check_interval_secs¶

open_check_lookback_mins¶

open_check_missing_retries¶

open_check_open_only¶

open_check_threshold_ms¶

own_books_audit_interval_secs¶

position_check_interval_secs¶

position_check_lookback_mins¶

position_check_retries¶

position_check_threshold_ms¶

purge_account_events_interval_mins¶

purge_account_events_lookback_mins¶

purge_closed_orders_buffer_mins¶

purge_closed_orders_interval_mins¶

purge_closed_positions_buffer_mins¶

purge_closed_positions_interval_mins¶

reconciliation¶

reconciliation_instrument_ids¶

reconciliation_lookback_mins¶

reconciliation_startup_delay_secs¶

single_order_query_delay_ms¶

snapshot_orders¶

snapshot_positions¶

snapshot_positions_interval_secs¶

submission_recovery_policy¶

class LiveNodeConfig¶

Bases: object

Configuration for live Nautilus system nodes.

cache¶

catalogs¶

controller¶

data_clients¶

data_engine¶

delay_post_stop_secs¶

environment¶

exec_clients¶

exec_engine¶

instance_id¶

load_state¶

logging¶

loop_debug¶

msgbus¶

plugins¶

portfolio¶

queue_monitor¶

risk_engine¶

save_state¶

shutdown_on_error¶

streaming¶

timeout_connection_secs¶

timeout_disconnection_secs¶

timeout_portfolio_secs¶

timeout_reconciliation_secs¶

timeout_shutdown_secs¶

trader_id¶

class LiveRiskEngineConfig¶

Bases: object

Configuration for live risk engines.

bypass¶

debug¶

full_position_exit_venues¶

max_notional_per_order¶

max_order_modify_rate¶

max_order_submit_rate¶

class LoggerConfig¶

Bases: object

Configuration for the Nautilus logger.

buffered_stdout¶

bypass_logging¶

clear_log_file¶

component_levels¶

file_config¶

fileout_level¶

fileout_sync_on_flush¶

static from_spec(spec)¶

Parses a configuration from a spec string.

# Format

Semicolon-separated key-value pairs or bare flags: `text stdout=Info;fileout=Debug;RiskEngine=Error;my_crate::module=Debug;is_colored `

# Errors

Returns an error if the spec string contains invalid syntax or log levels.

is_colored¶

log_components_only¶

print_config¶

stdout_level¶

class MessageBusConfig¶

Bases: object

Configuration for MessageBus instances.

autotrim_maxlen¶

autotrim_mins¶

buffer_interval_ms¶

encoding¶

encoding_builtin¶

encoding_market_data¶

external_streams¶

heartbeat_interval_secs¶

stream_per_topic¶

streams_prefix¶

timestamps_as_iso8601¶

types_filter¶

use_instance_id¶

use_trader_id¶

use_trader_prefix¶

class OrderEmulatorConfig¶

Bases: object

Configuration for OrderEmulator instances.

debug¶

class PluginConfig¶

Bases: object

Configuration for one Rust-native plug-in instance loaded by a live node.

config¶

path¶

sha256¶

type_name¶

class PortfolioConfig¶

Bases: object

Configuration for Portfolio instances.

bar_updates¶

convert_to_account_base_currency¶

debug¶

equity_curve¶

min_account_state_logging_interval_ms¶

snapshot_interval_ms¶

use_mark_prices¶

use_mark_xrates¶

class QueueMonitorConfig¶

Bases: object

Configuration for runner queue pressure monitoring.

mean_dispatch_ns_clear¶

mean_dispatch_ns_trigger¶

queue_depth_clear¶

queue_depth_trigger¶

class RiskEngineConfig¶

Bases: object

Configuration for RiskEngineConfig instances.

bypass¶

debug¶

full_position_exit_venues¶

max_notional_per_order¶

max_order_modify_rate¶

max_order_submit_rate¶

class RotationConfig¶

Bases: object

static interval(interval_ns)¶

interval_ns¶

max_size¶

mode¶

static no_rotation()¶

schedule_ns¶

static scheduled_dates(interval_ns, schedule_ns)¶

static size(max_size)¶

class RoutingConfig¶

Bases: object

Configuration for live client message routing.

default¶

venues¶

class StrategyConfig¶

Bases: object

The base model for all trading strategy configurations.

external_order_instrument_ids¶

log_commands¶

log_events¶

log_rejected_due_post_only_as_warning¶

manage_contingent_orders¶

manage_gtd_expiry¶

manage_stop¶

market_exit_interval_ms¶

market_exit_max_attempts¶

market_exit_reduce_only¶

market_exit_time_in_force¶

oms_type¶

order_id_tag¶

strategy_id¶

use_hyphens_in_client_order_ids¶

use_uuid_client_order_ids¶

class StreamingConfig¶

Bases: object

Configuration streaming live or backtest runs to a persistence writer.

catalog_path¶

data_types¶

flush_interval_ms¶

fs_protocol¶

instrument_types¶

max_file_size¶

params¶

record_filters¶

record_types¶

replace_existing¶

rotation_config¶

rotation_interval_ns¶

rotation_mode¶

schedule_ns¶

writer_backend¶

class TearsheetConfig¶

Bases: object

Configuration for tearsheet generation.

Parameters:

charts (list[TearsheetChart], default built-ins) – Charts to include in the tearsheet, in order. Example: charts=[TearsheetRunInfoChart(title=”Run Info”)].
theme (str, default "plotly_white") – Theme name for visualization styling. Built-in themes: “plotly_white”, “plotly_dark”, “nautilus”, “nautilus_dark”.
layout (GridLayout | None, default None) – Custom grid layout specification. If None, auto-calculated based on charts.
title (str, default "NautilusTrader Backtest Results") – Title for the tearsheet.
include_benchmark (bool, default True) – Whether to include benchmark comparison in visualizations. Only applies when benchmark_returns data is provided.
benchmark_name (str, default "Benchmark") – Display name for the benchmark in visualizations.
height (int, default 1500) – Total height of the tearsheet in pixels.
show_logo (bool, default True) – Whether to display NautilusTrader logo in the tearsheet.

charts: list[TearsheetChart]¶

theme: str = 'plotly_white'¶

layout: GridLayout | None = None¶

title: str = 'NautilusTrader Backtest Results'¶

include_benchmark: bool = True¶

benchmark_name: str = 'Benchmark'¶

height: int = 1500¶

show_logo: bool = True¶

property chart_names: list[str]¶: The names of the configured charts, in order.