nautilus_common/actor/
indicators.rs

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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
16// Under development
17#![allow(dead_code)]
18#![allow(unused_variables)]
19#![allow(unused_imports)]
20
21use std::{collections::HashMap, sync::Arc};
22
23use nautilus_indicators::indicator::Indicator;
24use nautilus_model::{data::BarType, identifiers::InstrumentId};
25
26/// Contains all indicator-related references.
27#[derive(Default)]
28pub(crate) struct Indicators {
29    pub indicators: Vec<Arc<dyn Indicator>>,
30    pub indicators_for_quotes: HashMap<InstrumentId, Vec<Arc<dyn Indicator>>>,
31    pub indicators_for_trades: HashMap<InstrumentId, Vec<Arc<dyn Indicator>>>,
32    pub indicators_for_bars: HashMap<BarType, Vec<Arc<dyn Indicator>>>,
33}
34
35impl Indicators {
36    /// Checks if all registered indicators are initialized.
37    pub fn is_initialized(&self) -> bool {
38        if self.indicators.is_empty() {
39            return false;
40        }
41
42        self.indicators
43            .iter()
44            .all(|indicator| indicator.initialized())
45    }
46
47    /// Register an indicator to receive quote ticks for the given instrument ID.
48    pub fn register_indicator_for_quotes(
49        &mut self,
50        instrument_id: InstrumentId,
51        indicator: Arc<dyn Indicator>,
52    ) {
53        // Add to overall indicators if not already present
54        if !self.indicators.iter().any(|i| Arc::ptr_eq(i, &indicator)) {
55            self.indicators.push(indicator.clone());
56        }
57
58        // Add to instrument-specific quotes indicators
59        let indicators = self.indicators_for_quotes.entry(instrument_id).or_default();
60
61        if !indicators.iter().any(|i| Arc::ptr_eq(i, &indicator)) {
62            indicators.push(indicator);
63            // TODO: Log registration
64        } else {
65            // TODO: Log error - already registered
66        }
67    }
68
69    /// Register an indicator to receive trade ticks for the given instrument ID.
70    pub fn register_indicator_for_trades(
71        &mut self,
72        instrument_id: InstrumentId,
73        indicator: Arc<dyn Indicator>,
74    ) {
75        // Add to overall indicators if not already present
76        if !self.indicators.iter().any(|i| Arc::ptr_eq(i, &indicator)) {
77            self.indicators.push(indicator.clone());
78        }
79
80        // Add to instrument-specific trades indicators
81        let indicators = self.indicators_for_trades.entry(instrument_id).or_default();
82
83        if !indicators.iter().any(|i| Arc::ptr_eq(i, &indicator)) {
84            indicators.push(indicator);
85            // TODO: Log registration
86        } else {
87            // TODO: Log error - already registered
88        }
89    }
90
91    /// Register an indicator to receive bar data for the given bar type.
92    pub fn register_indicator_for_bars(
93        &mut self,
94        bar_type: BarType,
95        indicator: Arc<dyn Indicator>,
96    ) {
97        // Add to overall indicators if not already present
98        if !self.indicators.iter().any(|i| Arc::ptr_eq(i, &indicator)) {
99            self.indicators.push(indicator.clone());
100        }
101
102        // Get standard bar type
103        let standard_bar_type = bar_type.standard();
104
105        // Add to bar type-specific indicators
106        let indicators = self
107            .indicators_for_bars
108            .entry(standard_bar_type)
109            .or_default();
110
111        if !indicators.iter().any(|i| Arc::ptr_eq(i, &indicator)) {
112            indicators.push(indicator);
113            // TODO: Log registration
114        } else {
115            // TODO: Log error - already registered
116        }
117    }
118}
nautilus_common/actor/indicators.rs

nautilus_common/actor/
indicators.rs
