Nautilus Algo Trading

WHENWhen implementing bar aggregation and caching

ACTIONMaintain strictly increasing ts_event timestamps per bar type to verify correct time ordering

CONSEQUENCEStrategies would receive bars out of chronological order, causing incorrect indicator calculations, false signal generation, and corrupted backtest/live results

WHENWhen handling data requests with time ranges

ACTIONVerify request start timestamp does not exceed end timestamp before processing

CONSEQUENCEInvalid time ranges would cause assertion errors or undefined behavior in data queries, crashing backtest runs

WHENWhen implementing strategy order submission logic

ACTIONverify orders are in INITIALIZED status before calling submit_order

CONSEQUENCESubmitting orders not in INITIALIZED status causes InvalidStateTrigger exceptions, preventing order submission and potentially missing trading signals