Standardize Strategy configuration pattern

[stefansimik]

Background

Currently, most strategy examples copy config values into strategy attributes:

class TimeBasedStrategy(Strategy):
    def __init__(self, config: TimeBasedStrategyConfig):
        self.primary_bar_type = config.primary_bar_type   # HERE: Copying config data (in next 3 lines)
        self.trade_size = config.trade_size
        self.timezone = config.timezone
    
    def on_start(self):
        self.subscribe_bars(self.primary_bar_type)        # HERE: referencing copied attribute of strategy 

However, using the config object directly provides better separation of concerns:

class TimeBasedStrategy(Strategy):
    def __init__(self, config: TimeBasedStrategyConfig):
        self.config = config

    def on_start(self):
        self.subscribe_bars(self.config.primary_bar_type)  # HERE - using `config` directly

While both approaches are valid, standardizing on direct config usage will improve code clarity and maintainability.

Proposal

Standardize on using direct config usage pattern (self.config) in examples and documentation because it:

1. Clearly separates input configuration from other state-keeping variables Strategy
2. Reduces code duplication
3. Aligns with upcoming Rust implementation
4. Makes it clearer where configuration values originate
5. Results in cleaner, more maintainable code

Implementation Tasks

• Update all example strategies to use direct config pattern
• Update documentation to reflect this pattern
• Add note clarifying that config isn't required (attributes can still be assigned directly)

[cjdsellers]

Hi @stefansimik

Thanks for raising the issue.

Per the Discord discussion, I think this is a cleaner approach and will standardize with the Rust side.

One refinement is that the config attribute from the Actor base class can be used through self.config. This is assigned from the config passed in during init super().__init__(config).

Many thanks for your help on this 🙏.

[stefansimik]

Hi @cjdsellers
ready to send PR.

Doing it for the first time here (and after longer time of not sending any PR on github,
so just to make sure everything goes smoothly.... any recommendations?

• It is just 1 commit
• • develop...stefansimik:nautilus_trader:develop)
• right now I am on branch "develop" - is it OK or should I create separate branch for this specific issue (maybe called issue-2214)

This is just one-time question, next time I will know :-)

[cjdsellers]

Hi @stefansimik

Using develop as the base branch is fine. Yep, having a separate branch you're making the PR from is also the correct way to do it.

[cjdsellers]

Apologies, I should have mentioned the pre-commit. Details in the CONTRIBUTING.md or maybe an environment setup doc.