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nautilus-engine-patterns

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Actualizado4 de abril de 2026, 17:12

Use when running backtests, debugging engine crashes, working with BacktestEngine lifecycle, or encountering segfaults and LogGuard panics. Covers engine setup sequence, result extraction, and C extension isolation.

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allaydesai

allaydesai/Trading-ntrader

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SKILL.md

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name	nautilus-engine-patterns
description	Use when running backtests, debugging engine crashes, working with BacktestEngine lifecycle, or encountering segfaults and LogGuard panics. Covers engine setup sequence, result extraction, and C extension isolation.

Nautilus Engine Patterns

Full reference: docs/agent/nautilus.md

Quick Reference

LogGuard: Store via set_nautilus_log_guard() in src/utils/logging.py. Never let it go out of scope. See docs/agent/nautilus.md for details.
BacktestEngine is single-use: Cannot reuse after run() — create a new instance each time.
C extensions: Integration tests need --forked. Always double gc.collect() after engine disposal.

Engine Setup Sequence (Strict Order)

Violations cause cryptic errors. Must follow this exact order:

config = BacktestEngineConfig(trader_id=TraderId("BACKTESTER-001"))
engine = BacktestEngine(config=config)

# 1. Add venue FIRST
engine.add_venue(venue=venue, oms_type=OmsType.HEDGING,
    account_type=AccountType.MARGIN, starting_balances=[Money(1_000_000, USD)],
    fill_model=fill_model, fee_model=fee_model)

# 2. Add instrument (venue must exist)
engine.add_instrument(instrument)

# 3. Add data
engine.add_data(bars)

# 4. Add strategy (last)
engine.add_strategy(strategy=strategy)

# 5. Run
engine.run()

Result Extraction

analyzer = engine.portfolio.analyzer
stats_returns = analyzer.get_performance_stats_returns()
stats_pnls = analyzer.get_performance_stats_pnls(currency=USD)

# Key metrics
sharpe = stats_returns.get("Sharpe Ratio (252 days)")
sortino = stats_returns.get("Sortino Ratio (252 days)")
profit_factor = stats_returns.get("Profit Factor")
total_pnl = stats_pnls.get("PnL (total)")

# Account and trades
account = engine.cache.account_for_venue(venue)
final_balance = float(account.balance_total(USD).as_double())
closed_positions = engine.cache.positions_closed()
positions_report = engine.trader.generate_positions_report()

Venue Configuration

venue = Venue("SIM")  # mock data
venue = bars[0].bar_type.instrument_id.venue  # real data (e.g., "NASDAQ")

The venue must match between instrument, bars, and engine setup.

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Nautilus Engine Patterns

Full reference: docs/agent/nautilus.md

Quick Reference

LogGuard: Store via set_nautilus_log_guard() in src/utils/logging.py. Never let it go out of scope. See docs/agent/nautilus.md for details.

BacktestEngine is single-use: Cannot reuse after run() — create a new instance each time.

C extensions: Integration tests need --forked. Always double gc.collect() after engine disposal.

Engine Setup Sequence (Strict Order)

Violations cause cryptic errors. Must follow this exact order:

config = BacktestEngineConfig(trader_id=TraderId("BACKTESTER-001")) engine = BacktestEngine(config=config) # 1. Add venue FIRST engine.add_venue(venue=venue, oms_type=OmsType.HEDGING, account_type=AccountType.MARGIN, starting_balances=[Money(1_000_000, USD)], fill_model=fill_model, fee_model=fee_model) # 2. Add instrument (venue must exist) engine.add_instrument(instrument) # 3. Add data engine.add_data(bars) # 4. Add strategy (last) engine.add_strategy(strategy=strategy) # 5. Run engine.run()

Result Extraction

analyzer = engine.portfolio.analyzer stats_returns = analyzer.get_performance_stats_returns() stats_pnls = analyzer.get_performance_stats_pnls(currency=USD) # Key metrics sharpe = stats_returns.get("Sharpe Ratio (252 days)") sortino = stats_returns.get("Sortino Ratio (252 days)") profit_factor = stats_returns.get("Profit Factor") total_pnl = stats_pnls.get("PnL (total)") # Account and trades account = engine.cache.account_for_venue(venue) final_balance = float(account.balance_total(USD).as_double()) closed_positions = engine.cache.positions_closed() positions_report = engine.trader.generate_positions_report()

Venue Configuration

venue = Venue("SIM") # mock data venue = bars[0].bar_type.instrument_id.venue # real data (e.g., "NASDAQ")

The venue must match between instrument, bars, and engine setup.