nautilus_backtest/
accumulator.rs

Help
1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use nautilus_common::{clock::TestClock, timer::TimeEventHandlerV2};
17use nautilus_core::UnixNanos;
18
19/// Provides a means of accumulating and draining time event handlers.
20pub struct TimeEventAccumulator {
21    event_handlers: Vec<TimeEventHandlerV2>,
22}
23
24impl TimeEventAccumulator {
25    /// Creates a new [`TimeEventAccumulator`] instance.
26    #[must_use]
27    pub const fn new() -> Self {
28        Self {
29            event_handlers: Vec::new(),
30        }
31    }
32
33    /// Advance the given clock to the `to_time_ns`.
34    pub fn advance_clock(&mut self, clock: &mut TestClock, to_time_ns: UnixNanos, set_time: bool) {
35        let events = clock.advance_time(to_time_ns, set_time);
36        let handlers = clock.match_handlers(events);
37        self.event_handlers.extend(handlers);
38    }
39
40    /// Drain the accumulated time event handlers in sorted order (by the events `ts_event`).
41    pub fn drain(&mut self) -> Vec<TimeEventHandlerV2> {
42        // stable sort is not necessary since there is no relation between
43        // events of the same clock. Only time based ordering is needed.
44        self.event_handlers
45            .sort_unstable_by_key(|v| v.event.ts_event);
46        self.event_handlers.drain(..).collect()
47    }
48}
49
50impl Default for TimeEventAccumulator {
51    /// Creates a new default [`TimeEventAccumulator`] instance.
52    fn default() -> Self {
53        Self::new()
54    }
55}
56
57////////////////////////////////////////////////////////////////////////////////
58// Tests
59////////////////////////////////////////////////////////////////////////////////
60#[cfg(all(test, feature = "python"))]
61mod tests {
62    use nautilus_common::timer::{TimeEvent, TimeEventCallback};
63    use nautilus_core::UUID4;
64    use pyo3::{Py, Python, prelude::*, types::PyList};
65    use rstest::*;
66    use ustr::Ustr;
67
68    use super::*;
69
70    #[rstest]
71    fn test_accumulator_drain_sorted() {
72        pyo3::prepare_freethreaded_python();
73
74        Python::with_gil(|py| {
75            let py_list = PyList::empty(py);
76            let py_append = Py::from(py_list.getattr("append").unwrap());
77
78            let mut accumulator = TimeEventAccumulator::new();
79
80            let time_event1 = TimeEvent::new(
81                Ustr::from("TEST_EVENT_1"),
82                UUID4::new(),
83                100.into(),
84                100.into(),
85            );
86            let time_event2 = TimeEvent::new(
87                Ustr::from("TEST_EVENT_2"),
88                UUID4::new(),
89                300.into(),
90                300.into(),
91            );
92            let time_event3 = TimeEvent::new(
93                Ustr::from("TEST_EVENT_3"),
94                UUID4::new(),
95                200.into(),
96                200.into(),
97            );
98
99            // Note: as_ptr returns a borrowed pointer. It is valid as long
100            // as the object is in scope. In this case `callback_ptr` is valid
101            // as long as `py_append` is in scope.
102            let callback = TimeEventCallback::from(py_append.into_any());
103
104            let handler1 = TimeEventHandlerV2::new(time_event1.clone(), callback.clone());
105            let handler2 = TimeEventHandlerV2::new(time_event2.clone(), callback.clone());
106            let handler3 = TimeEventHandlerV2::new(time_event3.clone(), callback);
107
108            accumulator.event_handlers.push(handler1);
109            accumulator.event_handlers.push(handler2);
110            accumulator.event_handlers.push(handler3);
111
112            let drained_handlers = accumulator.drain();
113
114            assert_eq!(drained_handlers.len(), 3);
115            assert_eq!(drained_handlers[0].event.ts_event, time_event1.ts_event);
116            assert_eq!(drained_handlers[1].event.ts_event, time_event3.ts_event);
117            assert_eq!(drained_handlers[2].event.ts_event, time_event2.ts_event);
118        });
119    }
120}
nautilus_backtest/accumulator.rs

nautilus_backtest/
accumulator.rs
